+3,667.9%
STRL vs AFL
+339.8%
+3,328.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -3.9% | -3.5% |
| 7D | +15.7% | +2.9% | +12.8% | +14.0% |
| 30D | -35.5% | +8.0% | -43.4% | -38.3% |
| 3M | -47.1% | +5.9% | -53.0% | -49.1% |
| 6M | -65.8% | +11.6% | -77.4% | -68.5% |
| YTD | -4.5% | +17.5% | -22.1% | -15.0% |
| 1Y | -10.5% | +13.3% | -23.7% | -18.8% |
| 3Y | +340.6% | +67.0% | +273.6% | +205.7% |
| 5Y | +911.0% | +150.6% | +760.4% | +437.6% |
| All | +3,667.9% | +339.8% | +3,328.1% | +1,358.4% |
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