+57.8%
SO vs AFL
+133.8%
-76.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -1.1% | -1.6% | +0.6% | -0.6% |
| 30D | -5.0% | -4.0% | -1.0% | -3.8% |
| 3M | -5.8% | -0.5% | -5.3% | -5.7% |
| 6M | -7.9% | +6.5% | -14.5% | -9.9% |
| YTD | +2.4% | +6.2% | -3.8% | +0.2% |
| 1Y | -2.3% | +8.3% | -10.5% | -5.1% |
| 3Y | +41.9% | +62.5% | -20.7% | +20.2% |
| All | +57.8% | +133.8% | -76.0% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling