+11.8%
AFGD vs SPY
+157.6%
-145.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.1% | 0.0% |
| 7D | +0.2% | -4.7% | +5.0% | +1.7% |
| 30D | -8.9% | -5.9% | -2.9% | -7.2% |
| 3M | +6.2% | -4.5% | +10.7% | +7.6% |
| 6M | +3.7% | +1.8% | +1.9% | +3.1% |
| YTD | +4.0% | +8.3% | -4.4% | +1.4% |
| 1Y | -0.1% | +9.3% | -9.5% | -2.9% |
| 3Y | +8.0% | +74.9% | -66.8% | -9.5% |
| 5Y | -5.3% | +67.3% | -72.6% | -21.1% |
| All | +11.8% | +157.6% | -145.8% | -15.0% |
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 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