+45.5%
SRE vs AFL
+133.8%
-88.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | -0.8% | -1.6% | +0.8% | -0.2% |
| 30D | -3.0% | -4.0% | +1.0% | -1.4% |
| 3M | -8.3% | -0.5% | -7.8% | -8.3% |
| 6M | -8.9% | +6.5% | -15.4% | -11.4% |
| YTD | -4.3% | +6.2% | -10.4% | -7.0% |
| 1Y | +2.7% | +8.3% | -5.5% | -1.1% |
| 3Y | +28.7% | +62.5% | -33.9% | +3.7% |
| All | +45.5% | +133.8% | -88.3% | -3.9% |
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