+915.3%
STRL vs AFL
+151.4%
+763.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -19.8% | +2.1% | -21.9% | -20.4% |
| 30D | -43.6% | +10.6% | -54.1% | -45.6% |
| 3M | -45.2% | +4.4% | -49.6% | -46.2% |
| 6M | -65.7% | +13.1% | -78.8% | -67.8% |
| YTD | -5.4% | +16.6% | -22.1% | -12.9% |
| 1Y | -24.7% | +13.8% | -38.5% | -29.9% |
| 3Y | +335.0% | +65.7% | +269.4% | +215.0% |
| 5Y | +915.3% | +153.1% | +762.2% | +409.4% |
| All | +915.3% | +151.4% | +763.9% | +409.4% |
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 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