+62,704.1%
SU vs AFL
+18,431.1%
+44,273.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.7% | -3.3% | +4.9% | +4.1% |
| 30D | +9.6% | -5.0% | +14.6% | +13.6% |
| 3M | +11.7% | -1.8% | +13.5% | +12.7% |
| 6M | +21.9% | +4.8% | +17.1% | +16.7% |
| YTD | +58.6% | +5.4% | +53.2% | +50.5% |
| 1Y | +66.5% | +9.0% | +57.5% | +53.7% |
| 3Y | +121.4% | +63.0% | +58.4% | +46.7% |
| 5Y | +355.7% | +134.5% | +221.2% | +127.1% |
| 10Y | +264.2% | +298.6% | -34.4% | +20.8% |
| All | +62,704.1% | +18,431.1% | +44,273.0% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling