+331.1%
AFG vs SPY
+304.1%
+27.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.2% |
| 7D | +5.1% | -0.6% | +5.7% | +5.4% |
| 30D | +14.8% | -3.7% | +18.5% | +18.4% |
| 3M | +12.5% | -2.7% | +15.3% | +14.9% |
| 6M | +24.1% | +2.2% | +21.9% | +20.0% |
| YTD | +22.2% | +10.8% | +11.4% | +8.6% |
| 1Y | +19.1% | +11.2% | +7.9% | +5.2% |
| 3Y | +74.9% | +76.5% | -1.6% | -7.3% |
| 5Y | +60.9% | +72.9% | -12.1% | -14.4% |
| 10Y | +331.1% | +304.8% | +26.3% | -4.8% |
| All | +331.1% | +304.1% | +27.0% | -4.8% |
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