+10.9%
AFGD vs SPY
+158.4%
-147.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +0.6% | -2.7% | +3.3% | +1.4% |
| 30D | -9.5% | -5.4% | -4.1% | -8.0% |
| 3M | +5.6% | -4.1% | +9.6% | +6.8% |
| 6M | +2.9% | +0.7% | +2.2% | +2.6% |
| YTD | +3.2% | +8.7% | -5.5% | +0.5% |
| 1Y | -0.6% | +10.9% | -11.5% | -3.7% |
| 3Y | +8.1% | +75.0% | -66.9% | -9.4% |
| 5Y | -6.0% | +67.8% | -73.8% | -21.8% |
| All | +10.9% | +158.4% | -147.5% | -15.8% |
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