+61.4%
AFL vs SPXS
-79.1%
+140.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | 0.0% |
| 7D | -3.3% | +6.4% | -9.7% | -2.6% |
| 30D | -5.0% | +6.0% | -11.0% | -4.3% |
| 3M | -1.8% | -11.6% | +9.9% | -3.1% |
| 6M | +4.8% | -28.7% | +33.6% | +0.5% |
| YTD | +5.4% | -26.3% | +31.7% | +1.6% |
| 1Y | +9.0% | -34.9% | +43.9% | +3.2% |
| All | +61.4% | -79.1% | +140.5% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling