+21.9%
AFB vs SPY
+304.1%
-282.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | +10.6% | -3.7% | +14.3% | +11.4% |
| 3M | -3.9% | -2.7% | -1.1% | -3.4% |
| 6M | -4.4% | +2.2% | -6.6% | -4.8% |
| YTD | +1.3% | +10.8% | -9.5% | -0.6% |
| 1Y | +1.2% | +11.2% | -10.0% | -0.8% |
| 3Y | +21.8% | +76.5% | -54.7% | +9.1% |
| 5Y | -13.2% | +72.9% | -86.1% | -22.4% |
| 10Y | +21.9% | +304.8% | -282.9% | -9.0% |
| All | +21.9% | +304.1% | -282.2% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling