+19.0%
SPGI vs AFL
+64.2%
-45.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.5% |
| 7D | -2.5% | -0.7% | -1.7% | -2.2% |
| 30D | +5.4% | -7.1% | +12.5% | +8.5% |
| 3M | +9.0% | +0.4% | +8.6% | +8.6% |
| 6M | +0.8% | +4.5% | -3.8% | -1.2% |
| YTD | -12.6% | +6.1% | -18.6% | -15.2% |
| 1Y | -16.1% | +10.6% | -26.7% | -20.2% |
| 3Y | +19.0% | +64.0% | -45.0% | -10.6% |
| All | +19.0% | +64.2% | -45.2% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling