+21.9%
AFIF vs SPY
+192.7%
-170.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -0.2% | +3.3% | -3.5% | -0.4% |
| 30D | +0.2% | -2.7% | +2.8% | +0.3% |
| 3M | -0.7% | -1.7% | +1.1% | -0.6% |
| 6M | +0.1% | +3.1% | -3.0% | -0.1% |
| YTD | +1.3% | +11.9% | -10.6% | +0.7% |
| 1Y | +2.0% | +12.0% | -10.0% | +1.4% |
| 3Y | +19.2% | +78.2% | -59.0% | +16.0% |
| 5Y | +20.3% | +73.2% | -52.9% | +16.8% |
| All | +21.9% | +192.7% | -170.8% | +15.2% |
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