+9,803.9%
AFL vs SPG
+5,968.7%
+3,835.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +1.4% | +2.7% | -1.3% | +0.1% |
| 30D | +9.7% | +16.6% | -6.9% | +1.7% |
| 3M | +5.5% | +8.1% | -2.6% | +1.4% |
| 6M | +11.2% | +19.3% | -8.1% | +1.6% |
| YTD | +17.1% | +31.1% | -14.0% | +1.8% |
| 1Y | +14.0% | +32.8% | -18.7% | -1.5% |
| 3Y | +66.3% | +135.8% | -69.5% | +5.0% |
| 5Y | +152.7% | +85.1% | +67.6% | +74.9% |
| 10Y | +341.3% | +115.9% | +225.4% | +139.6% |
| All | +9,803.9% | +5,968.7% | +3,835.2% | +1,555.3% |
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