+16.5%
AFB vs SPY
+312.9%
-296.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +1.5% | -2.7% | +4.2% | +2.0% |
| 30D | +13.1% | -5.4% | +18.5% | +14.2% |
| 3M | -2.7% | -4.1% | +1.4% | -2.0% |
| 6M | -3.4% | +0.7% | -4.1% | -3.6% |
| YTD | +1.9% | +8.7% | -6.8% | +0.3% |
| 1Y | +2.0% | +10.9% | -8.9% | 0.0% |
| 3Y | +26.6% | +75.0% | -48.4% | +13.7% |
| 5Y | -11.3% | +67.8% | -79.1% | -20.2% |
| All | +16.5% | +312.9% | -296.3% | -8.4% |
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