+29.7%
SRE vs AFL
+62.4%
-32.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.7% | -3.3% | +2.6% | +0.5% |
| 30D | -1.7% | -5.0% | +3.2% | +0.1% |
| 3M | -7.1% | -1.8% | -5.3% | -6.6% |
| 6M | -8.4% | +4.8% | -13.2% | -10.1% |
| YTD | -3.5% | +5.4% | -8.9% | -5.8% |
| 1Y | +5.4% | +9.0% | -3.6% | +1.5% |
| All | +29.7% | +62.4% | -32.7% | +8.0% |
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