+154.8%
SO vs AFL
+300.4%
-145.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -1.1% | -3.3% | +2.1% | 0.0% |
| 30D | -3.7% | -5.0% | +1.2% | -2.1% |
| 3M | -5.9% | -1.8% | -4.1% | -5.4% |
| 6M | -7.3% | +4.8% | -12.2% | -9.0% |
| YTD | +3.1% | +5.4% | -2.3% | +0.9% |
| 1Y | -1.0% | +9.0% | -10.0% | -4.3% |
| 3Y | +43.2% | +63.0% | -19.8% | +18.7% |
| 5Y | +59.1% | +134.5% | -75.4% | +14.1% |
| All | +154.8% | +300.4% | -145.7% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling