+264.3%
STT vs AFL
+303.3%
-39.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.6% |
| 7D | -0.4% | -1.6% | +1.2% | +0.8% |
| 30D | +1.7% | -4.0% | +5.8% | +4.8% |
| 3M | +17.9% | -0.5% | +18.4% | +17.8% |
| 6M | +55.3% | +6.5% | +48.8% | +46.8% |
| YTD | +52.7% | +6.2% | +46.5% | +44.1% |
| 1Y | +75.7% | +8.3% | +67.4% | +62.9% |
| 3Y | +197.9% | +62.5% | +135.4% | +95.6% |
| 5Y | +158.8% | +136.2% | +22.6% | +27.6% |
| All | +264.3% | +303.3% | -39.0% | +27.4% |
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