+195.6%
STT vs AFL
+62.8%
+132.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +1.0% | -2.1% | +3.1% | +1.9% |
| 30D | +2.8% | -5.4% | +8.2% | +5.3% |
| 3M | +18.1% | -0.3% | +18.4% | +17.8% |
| 6M | +59.2% | +5.2% | +54.0% | +54.5% |
| YTD | +51.5% | +5.7% | +45.8% | +46.2% |
| 1Y | +75.7% | +10.2% | +65.4% | +65.7% |
| All | +195.6% | +62.8% | +132.8% | +129.8% |
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