+10.7%
AFB vs SPY
+313.2%
-302.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -2.3% | +0.1% | -2.3% | -2.3% |
| 3M | -4.6% | +2.0% | -6.6% | -4.9% |
| 6M | -0.9% | +13.0% | -13.9% | -3.1% |
| YTD | +2.1% | +13.5% | -11.5% | -0.3% |
| 1Y | +8.5% | +20.0% | -11.5% | +4.9% |
| 3Y | +16.9% | +77.2% | -60.3% | +4.7% |
| 5Y | -12.0% | +81.9% | -93.9% | -22.1% |
| All | +10.7% | +313.2% | -302.5% | -17.3% |
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