+365.4%
STX vs AFL
+11.7%
+353.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +5.4% |
| 7D | +2.4% | +0.6% | +1.8% | +3.0% |
| 30D | +1.4% | -6.2% | +7.6% | -4.9% |
| 3M | -8.2% | +2.2% | -10.4% | -5.2% |
| 6M | +127.0% | +5.3% | +121.8% | +138.8% |
| YTD | +209.1% | +8.0% | +201.2% | +234.4% |
| 1Y | +365.4% | +10.2% | +355.2% | +433.9% |
| All | +365.4% | +11.7% | +353.8% | +433.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling