-25.9%
STRL vs AFL
+18.6%
-44.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.0% | -22.5% | -20.5% |
| 7D | -27.1% | +2.9% | -30.0% | -24.9% |
| 30D | -45.8% | +11.5% | -57.3% | -40.2% |
| 3M | -47.6% | +0.6% | -48.3% | -46.9% |
| 6M | -46.4% | +11.7% | -58.1% | -41.8% |
| YTD | -7.4% | +15.4% | -22.8% | +1.3% |
| 1Y | -25.9% | +17.6% | -43.4% | -17.7% |
| All | -25.9% | +18.6% | -44.4% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling