+0.8%
SPGI vs AFL
+13.5%
-12.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | +14.3% | +8.6% | +5.6% | +11.3% |
| 3M | +14.5% | +5.3% | +9.2% | +12.2% |
| 6M | +17.3% | +10.0% | +7.3% | +13.4% |
| YTD | -4.6% | +16.5% | -21.1% | -10.4% |
| 1Y | +0.8% | +12.7% | -11.9% | -3.4% |
| All | +0.8% | +13.5% | -12.8% | -3.4% |
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 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