+74.4%
SYF vs AFL
+133.8%
-59.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.2% |
| 7D | -4.9% | -1.6% | -3.3% | -3.7% |
| 30D | -4.3% | -4.0% | -0.3% | -1.5% |
| 3M | +5.5% | -0.5% | +6.0% | +5.5% |
| 6M | +17.5% | +6.5% | +11.0% | +10.9% |
| YTD | -7.8% | +6.2% | -14.0% | -12.9% |
| 1Y | +1.6% | +8.3% | -6.6% | -5.8% |
| 3Y | +154.8% | +62.5% | +92.3% | +61.4% |
| All | +74.4% | +133.8% | -59.4% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling