+4.9%
SPGI vs AFL
+133.9%
-129.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.4% |
| 7D | -2.5% | -0.7% | -1.7% | -2.1% |
| 30D | +5.4% | -7.1% | +12.5% | +8.7% |
| 3M | +9.0% | +0.4% | +8.6% | +8.6% |
| 6M | +0.8% | +4.5% | -3.8% | -1.4% |
| YTD | -12.6% | +6.1% | -18.6% | -15.3% |
| 1Y | -16.1% | +10.6% | -26.7% | -20.3% |
| 3Y | +19.0% | +64.0% | -45.0% | -6.3% |
| All | +4.9% | +133.9% | -129.0% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling