-16.5%
SOUN vs AFL
+110.8%
-127.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -7.1% | -1.6% | -5.5% | -6.2% |
| 30D | -15.4% | -4.0% | -11.4% | -13.6% |
| 3M | -10.6% | -0.5% | -10.1% | -11.2% |
| 6M | -19.6% | +6.5% | -26.2% | -24.4% |
| YTD | -37.2% | +6.2% | -43.4% | -41.4% |
| 1Y | -57.1% | +8.3% | -65.3% | -60.9% |
| 3Y | +178.2% | +62.5% | +115.7% | +76.7% |
| All | -16.5% | +110.8% | -127.4% | -60.3% |
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