+50.0%
AFG vs SPY
+77.4%
-27.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -2.7% | +0.1% | -2.8% | -2.8% |
| 3M | +11.7% | +2.0% | +9.7% | +10.6% |
| 6M | +8.9% | +13.0% | -4.1% | +2.4% |
| YTD | +7.8% | +13.5% | -5.8% | +0.9% |
| 1Y | +7.6% | +20.0% | -12.4% | -2.4% |
| All | +50.0% | +77.4% | -27.3% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling