+8.8%
AFG vs SPY
+21.3%
-12.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.3% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | +2.7% | +0.2% | +2.4% | +2.7% |
| 3M | +12.7% | +2.8% | +9.9% | +13.0% |
| 6M | +10.9% | +14.3% | -3.4% | +9.2% |
| YTD | +9.0% | +14.0% | -5.0% | +7.1% |
| All | +8.8% | +21.3% | -12.5% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling