+2,878.0%
AFG vs SPY
+3,091.8%
-213.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 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% | +9.0% |
| 6M | +8.9% | +13.0% | -4.1% | -4.0% |
| YTD | +7.8% | +13.5% | -5.8% | -5.7% |
| 1Y | +7.6% | +20.0% | -12.4% | -10.9% |
| 3Y | +45.1% | +77.2% | -32.1% | -19.4% |
| 5Y | +55.2% | +81.9% | -26.7% | -17.7% |
| 10Y | +299.0% | +314.1% | -15.0% | +0.1% |
| All | +2,878.0% | +3,091.8% | -213.8% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling