+133.7%
AFL vs SPXS
-86.0%
+219.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.3% |
| 7D | -1.6% | +2.5% | -4.1% | -1.2% |
| 30D | -4.0% | +4.2% | -8.2% | -3.3% |
| 3M | -0.5% | -9.3% | +8.8% | -2.1% |
| 6M | +6.5% | -30.7% | +37.2% | 0.0% |
| YTD | +6.2% | -28.1% | +34.2% | +0.5% |
| 1Y | +8.3% | -35.1% | +43.3% | +0.7% |
| 3Y | +62.5% | -79.6% | +142.1% | +24.1% |
| All | +133.7% | -86.0% | +219.7% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling