+335.0%
STRL vs AFL
+66.2%
+268.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.3% |
| 7D | -19.8% | +2.1% | -21.9% | -19.7% |
| 30D | -43.6% | +10.6% | -54.1% | -43.5% |
| 3M | -45.2% | +4.4% | -49.6% | -45.0% |
| 6M | -65.7% | +13.1% | -78.8% | -66.1% |
| YTD | -5.4% | +16.6% | -22.1% | -7.4% |
| 1Y | -24.7% | +13.8% | -38.5% | -25.9% |
| 3Y | +335.0% | +65.7% | +269.4% | +293.1% |
| All | +335.0% | +66.2% | +268.9% | +293.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling