+295.8%
AFL vs SPG
+64.5%
+231.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.6% | -1.2% | -0.5% | -1.2% |
| 30D | -4.0% | -6.1% | +2.1% | -1.6% |
| 3M | -0.5% | -3.6% | +3.1% | +0.9% |
| 6M | +6.5% | +10.4% | -3.9% | +1.9% |
| YTD | +6.2% | +14.4% | -8.2% | 0.0% |
| 1Y | +8.3% | +16.5% | -8.3% | +1.1% |
| 3Y | +62.5% | +106.8% | -44.3% | +16.9% |
| 5Y | +136.2% | +108.9% | +27.3% | +64.8% |
| All | +295.8% | +64.5% | +231.4% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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