+295.8%
AFL vs SPXU
-99.6%
+395.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | 0.0% |
| 7D | -1.6% | +2.5% | -4.1% | -0.9% |
| 30D | -4.0% | +4.2% | -8.2% | -2.9% |
| 3M | -0.5% | -9.3% | +8.8% | -3.0% |
| 6M | +6.5% | -30.7% | +37.2% | -3.3% |
| YTD | +6.2% | -28.1% | +34.3% | -2.4% |
| 1Y | +8.3% | -35.2% | +43.5% | -3.1% |
| 3Y | +62.5% | -79.9% | +142.5% | +9.3% |
| 5Y | +136.2% | -86.4% | +222.6% | +59.6% |
| All | +295.8% | -99.6% | +395.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling