+23.6%
SYY vs AFL
+133.8%
-110.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | +3.9% | -1.6% | +5.6% | +4.6% |
| 30D | -1.7% | -4.0% | +2.3% | -0.2% |
| 3M | +5.2% | -0.5% | +5.7% | +5.2% |
| 6M | -0.2% | +6.5% | -6.7% | -3.1% |
| YTD | +15.4% | +6.2% | +9.2% | +12.0% |
| 1Y | +5.6% | +8.3% | -2.7% | +1.5% |
| 3Y | +28.9% | +62.5% | -33.7% | +0.7% |
| All | +23.6% | +133.8% | -110.2% | -26.1% |
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