+644.6%
STM vs AFL
+300.4%
+344.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.4% |
| 7D | -1.1% | -3.3% | +2.2% | +0.7% |
| 30D | -7.8% | -5.0% | -2.8% | -5.3% |
| 3M | -28.2% | -1.8% | -26.4% | -28.3% |
| 6M | +52.0% | +4.8% | +47.1% | +45.7% |
| YTD | +96.4% | +5.4% | +91.0% | +86.7% |
| 1Y | +98.8% | +9.0% | +89.8% | +84.6% |
| 3Y | +18.3% | +63.0% | -44.8% | -16.3% |
| 5Y | +17.7% | +134.5% | -116.8% | -34.9% |
| All | +644.6% | +300.4% | +344.1% | +237.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling