+3,476.8%
STX vs AFL
+300.4%
+3,176.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.6% |
| 7D | +8.0% | -3.3% | +11.3% | +9.4% |
| 30D | +5.1% | -5.0% | +10.1% | +7.2% |
| 3M | +5.8% | -1.8% | +7.5% | +5.7% |
| 6M | +124.9% | +4.8% | +120.1% | +117.5% |
| YTD | +213.9% | +5.4% | +208.5% | +201.6% |
| 1Y | +350.4% | +9.0% | +341.4% | +323.8% |
| 3Y | +1,314.2% | +63.0% | +1,251.2% | +978.5% |
| 5Y | +1,092.8% | +134.5% | +958.3% | +659.7% |
| All | +3,476.8% | +300.4% | +3,176.4% | +1,565.2% |
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