+5,976.4%
SO vs AFL
+18,874.7%
-12,898.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.6% |
| 7D | -0.2% | +0.6% | -0.8% | -0.3% |
| 30D | -4.6% | -6.2% | +1.6% | -3.6% |
| 3M | -3.0% | +2.2% | -5.2% | -3.4% |
| 6M | -8.3% | +5.3% | -13.5% | -9.1% |
| YTD | +3.5% | +8.0% | -4.4% | +2.1% |
| 1Y | -0.9% | +10.2% | -11.2% | -2.6% |
| 3Y | +45.4% | +67.1% | -21.7% | +33.0% |
| 5Y | +59.6% | +135.6% | -76.0% | +37.7% |
| 10Y | +156.6% | +299.4% | -142.8% | +101.3% |
| All | +5,976.4% | +18,874.7% | -12,898.3% | +2,650.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling