+8.3%
SYY vs AFL
+18.6%
-10.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.6% |
| 7D | -6.3% | +2.9% | -9.3% | -6.9% |
| 30D | +0.7% | +11.5% | -10.8% | -0.9% |
| 3M | -6.4% | +0.6% | -7.0% | -6.7% |
| 6M | +7.6% | +11.7% | -4.1% | +6.5% |
| YTD | +7.4% | +15.4% | -8.0% | +7.3% |
| 1Y | +8.3% | +17.6% | -9.3% | +7.7% |
| All | +8.3% | +18.6% | -10.3% | +7.7% |
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