+125.0%
SU vs AFL
+63.5%
+61.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.3% |
| 7D | +2.2% | -1.6% | +3.9% | +2.7% |
| 30D | +8.4% | -4.0% | +12.5% | +9.6% |
| 3M | +12.1% | -0.5% | +12.6% | +12.1% |
| 6M | +19.7% | +6.5% | +13.1% | +17.2% |
| YTD | +58.4% | +6.2% | +52.2% | +54.8% |
| 1Y | +67.2% | +8.3% | +59.0% | +62.2% |
| 3Y | +125.0% | +62.5% | +62.5% | +78.0% |
| All | +125.0% | +63.5% | +61.5% | +78.0% |
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