+3,266.6%
AFG vs SPY
+3,045.4%
+221.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | +2.5% | +3.3% | -0.8% | -0.6% |
| 30D | +11.6% | -2.7% | +14.3% | +14.0% |
| 3M | +11.4% | -1.7% | +13.2% | +12.7% |
| 6M | +21.6% | +3.1% | +18.5% | +16.7% |
| YTD | +21.8% | +11.9% | +9.9% | +7.6% |
| 1Y | +18.9% | +12.0% | +6.9% | +4.7% |
| 3Y | +74.3% | +78.2% | -3.9% | -4.1% |
| 5Y | +62.3% | +73.2% | -10.9% | -10.2% |
| 10Y | +320.3% | +309.6% | +10.7% | +6.1% |
| All | +3,266.6% | +3,045.4% | +221.2% | +74.0% |
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 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