+890.1%
AFL vs SPXS
-100.0%
+990.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | +0.2% |
| 7D | -2.1% | +1.2% | -3.4% | -1.6% |
| 30D | -5.4% | +5.2% | -10.6% | -3.4% |
| 3M | -0.3% | -9.2% | +8.9% | -3.9% |
| 6M | +5.2% | -29.6% | +34.8% | -8.1% |
| YTD | +5.7% | -27.6% | +33.3% | -6.4% |
| 1Y | +10.2% | -36.7% | +47.0% | -7.3% |
| 3Y | +63.4% | -79.8% | +143.3% | -7.8% |
| 5Y | +133.0% | -85.9% | +218.9% | +31.7% |
| 10Y | +299.5% | -99.5% | +399.1% | -35.5% |
| All | +890.1% | -100.0% | +990.1% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling