+2.9%
SPGI vs AFL
+18.6%
-15.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.3% | +3.0% |
| 7D | +7.2% | +2.9% | +4.3% | +6.3% |
| 30D | +23.2% | +11.5% | +11.7% | +19.4% |
| 3M | +17.0% | +0.6% | +16.4% | +16.1% |
| 6M | +20.4% | +11.7% | +8.7% | +16.8% |
| YTD | -1.9% | +15.4% | -17.3% | -6.8% |
| 1Y | +2.9% | +17.6% | -14.7% | -2.8% |
| All | +2.9% | +18.6% | -15.7% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling