+4,350.1%
SYY vs AFL
+18,474.8%
-14,124.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | -0.2% | -2.1% | +1.9% | +0.3% |
| 30D | -2.7% | -5.4% | +2.7% | -1.3% |
| 3M | +5.9% | -0.3% | +6.1% | +5.9% |
| 6M | -2.3% | +5.2% | -7.5% | -3.9% |
| YTD | +13.1% | +5.7% | +7.4% | +11.0% |
| 1Y | +3.8% | +10.2% | -6.5% | +0.6% |
| 3Y | +26.7% | +63.4% | -36.7% | +9.5% |
| 5Y | +19.4% | +133.0% | -113.6% | -6.5% |
| 10Y | +112.0% | +299.5% | -187.6% | +47.3% |
| All | +4,350.1% | +18,474.8% | -14,124.7% | +1,053.2% |
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