+16.1%
STM vs AFL
+66.2%
-50.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +16.3% | +0.2% | +16.1% | +16.3% |
| 30D | -6.3% | +8.6% | -14.9% | -6.4% |
| 3M | -14.1% | +5.3% | -19.4% | -14.1% |
| 6M | -19.6% | +10.0% | -29.6% | -20.5% |
| YTD | +80.1% | +16.5% | +63.6% | +75.2% |
| 1Y | +95.4% | +12.7% | +82.7% | +91.7% |
| All | +16.1% | +66.2% | -50.1% | +14.0% |
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