+134.5%
AFL vs SPXU
-85.5%
+220.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | +0.1% |
| 7D | -3.3% | +6.4% | -9.6% | -2.2% |
| 30D | -5.0% | +5.9% | -10.9% | -4.0% |
| 3M | -1.8% | -11.7% | +9.9% | -3.8% |
| 6M | +4.8% | -28.7% | +33.5% | -1.1% |
| YTD | +5.4% | -26.4% | +31.8% | +0.2% |
| 1Y | +9.0% | -35.2% | +44.2% | +1.1% |
| 3Y | +63.0% | -79.8% | +142.8% | +23.8% |
| 5Y | +134.5% | -86.1% | +220.6% | +77.3% |
| All | +134.5% | -85.5% | +220.0% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling