+1.6%
SYF vs AFL
+9.8%
-8.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -4.9% | -1.6% | -3.3% | -4.5% |
| 30D | -4.3% | -4.0% | -0.3% | -3.2% |
| 3M | +5.5% | -0.5% | +6.0% | +5.6% |
| 6M | +17.5% | +6.5% | +11.0% | +13.9% |
| YTD | -7.8% | +6.2% | -14.0% | -10.4% |
| 1Y | +1.6% | +8.3% | -6.6% | -1.7% |
| All | +1.6% | +9.8% | -8.2% | -1.7% |
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