+62.3%
AFG vs SPY
+74.0%
-11.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +2.5% | +3.3% | -0.8% | +0.7% |
| 30D | +11.6% | -2.7% | +14.3% | +13.0% |
| 3M | +11.4% | -1.7% | +13.2% | +12.2% |
| 6M | +21.6% | +3.1% | +18.5% | +18.7% |
| YTD | +21.8% | +11.9% | +9.9% | +12.9% |
| 1Y | +18.9% | +12.0% | +6.9% | +10.0% |
| 3Y | +74.3% | +78.2% | -3.9% | +17.3% |
| 5Y | +62.3% | +73.2% | -10.9% | +11.0% |
| All | +62.3% | +74.0% | -11.7% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling