+9,032.6%
AFL vs SPG
+5,256.9%
+3,775.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +0.6% | -2.4% | +3.0% | +1.8% |
| 30D | -6.2% | -6.8% | +0.7% | -2.9% |
| 3M | +2.2% | +2.7% | -0.5% | +0.7% |
| 6M | +5.3% | +5.5% | -0.2% | +2.1% |
| YTD | +8.0% | +15.7% | -7.8% | -0.1% |
| 1Y | +10.2% | +20.9% | -10.6% | -0.4% |
| 3Y | +67.1% | +112.4% | -45.3% | +11.0% |
| 5Y | +135.6% | +101.4% | +34.2% | +55.6% |
| 10Y | +299.4% | +60.6% | +238.7% | +152.4% |
| All | +9,032.6% | +5,256.9% | +3,775.7% | +1,524.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling