+21.1%
STM vs AFL
+133.0%
-111.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +1.7% | -2.1% | +3.8% | +2.4% |
| 30D | -5.2% | -5.4% | +0.3% | -3.4% |
| 3M | -29.6% | -0.3% | -29.4% | -30.2% |
| 6M | +54.4% | +5.2% | +49.1% | +49.0% |
| YTD | +99.5% | +5.7% | +93.8% | +91.4% |
| 1Y | +100.8% | +10.2% | +90.5% | +88.1% |
| 3Y | +20.2% | +63.4% | -43.3% | -10.7% |
| 5Y | +21.1% | +133.0% | -111.9% | -28.8% |
| All | +21.1% | +133.0% | -111.9% | -28.8% |
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 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