+30.3%
SPGI vs AFL
+67.0%
-36.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -1.4% | +1.4% | -2.8% | -1.9% |
| 30D | +15.3% | +9.7% | +5.6% | +11.4% |
| 3M | +16.5% | +5.5% | +11.0% | +14.1% |
| 6M | +19.8% | +11.2% | +8.6% | +15.0% |
| YTD | -3.2% | +17.1% | -20.3% | -9.3% |
| 1Y | +1.8% | +14.0% | -12.2% | -3.6% |
| All | +30.3% | +67.0% | -36.7% | +13.6% |
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