+72.7%
STRL vs AFL
+10.3%
+62.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.7% |
| 7D | +8.2% | -2.1% | +10.3% | +6.4% |
| 30D | -6.3% | -5.4% | -0.9% | -10.3% |
| 3M | -41.2% | -0.3% | -40.9% | -41.3% |
| 6M | +20.4% | +5.2% | +15.2% | +22.3% |
| YTD | +61.7% | +5.7% | +56.0% | +64.9% |
| 1Y | +72.7% | +10.2% | +62.5% | +85.0% |
| All | +72.7% | +10.3% | +62.4% | +85.0% |
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 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