+2,125.4%
STRL vs AFL
+133.0%
+1,992.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +8.2% | -2.1% | +10.3% | +9.0% |
| 30D | -6.3% | -5.4% | -0.9% | -4.4% |
| 3M | -41.2% | -0.3% | -40.9% | -41.8% |
| 6M | +20.4% | +5.2% | +15.2% | +15.5% |
| YTD | +61.7% | +5.7% | +56.0% | +54.3% |
| 1Y | +72.7% | +10.2% | +62.5% | +60.2% |
| 3Y | +530.9% | +63.4% | +467.5% | +342.6% |
| 5Y | +2,125.4% | +133.0% | +1,992.4% | +1,030.7% |
| All | +2,125.4% | +133.0% | +1,992.4% | +1,030.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling