+7,301.3%
STRL vs AFL
+297.3%
+7,004.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +8.2% | -2.1% | +10.3% | +9.4% |
| 30D | -6.3% | -5.4% | -0.9% | -3.6% |
| 3M | -41.2% | -0.3% | -40.9% | -41.8% |
| 6M | +20.4% | +5.2% | +15.2% | +14.8% |
| YTD | +61.7% | +5.7% | +56.0% | +53.2% |
| 1Y | +72.7% | +10.2% | +62.5% | +58.5% |
| 3Y | +530.9% | +63.4% | +467.5% | +341.7% |
| 5Y | +2,125.4% | +133.0% | +1,992.4% | +1,132.6% |
| 10Y | +7,301.3% | +299.5% | +7,001.8% | +2,864.9% |
| All | +7,301.3% | +297.3% | +7,004.1% | +2,864.9% |
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 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