+282.6%
SPGI vs AFL
+300.4%
-17.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -8.9% | -3.3% | -5.6% | -7.4% |
| 30D | +0.6% | -5.0% | +5.6% | +3.1% |
| 3M | +2.0% | -1.8% | +3.7% | +2.7% |
| 6M | +0.1% | +4.8% | -4.8% | -2.4% |
| YTD | -16.4% | +5.4% | -21.8% | -19.0% |
| 1Y | -18.9% | +9.0% | -27.9% | -22.7% |
| 3Y | +13.8% | +63.0% | -49.3% | -12.1% |
| 5Y | +0.5% | +134.5% | -134.0% | -36.0% |
| All | +282.6% | +300.4% | -17.8% | +82.5% |
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 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