-56.9%
AFCG vs SPY
+110.4%
-167.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.9% | +3.9% |
| 7D | -0.6% | -0.8% | +0.2% | +0.2% |
| 30D | +25.9% | -1.1% | +26.9% | +27.2% |
| 3M | +5.3% | +3.9% | +1.4% | +1.6% |
| 6M | +39.7% | +13.6% | +26.1% | +23.9% |
| YTD | +29.0% | +12.7% | +16.3% | +15.6% |
| 1Y | -16.3% | +17.5% | -33.9% | -27.7% |
| 3Y | -43.1% | +76.9% | -120.0% | -64.5% |
| 5Y | -53.4% | +83.6% | -137.0% | -71.9% |
| All | -56.9% | +110.4% | -167.3% | -75.8% |
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