+1,972.8%
STX vs AFL
+339.8%
+1,633.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.4% |
| 7D | +14.6% | +2.9% | +11.7% | +13.4% |
| 30D | -26.0% | +8.0% | -33.9% | -28.3% |
| 3M | -42.6% | +5.9% | -48.5% | -44.2% |
| 6M | -35.3% | +11.6% | -46.9% | -39.0% |
| YTD | +92.5% | +17.5% | +74.9% | +76.5% |
| 1Y | +102.4% | +13.3% | +89.1% | +88.3% |
| 3Y | +673.8% | +67.0% | +606.8% | +488.0% |
| 5Y | +463.1% | +150.6% | +312.4% | +249.6% |
| All | +1,972.8% | +339.8% | +1,633.1% | +827.6% |
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