+994.2%
AFL vs SPXU
-100.0%
+1,094.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.2% |
| 7D | -0.7% | -1.5% | +0.7% | -1.2% |
| 30D | -7.1% | +3.7% | -10.8% | -5.9% |
| 3M | +0.4% | -9.6% | +10.0% | -2.8% |
| 6M | +4.5% | -32.4% | +36.9% | -8.0% |
| YTD | +6.1% | -28.7% | +34.8% | -4.7% |
| 1Y | +10.6% | -38.2% | +48.8% | -5.3% |
| 3Y | +64.0% | -80.4% | +144.5% | +0.1% |
| 5Y | +133.7% | -86.0% | +219.8% | +45.2% |
| 10Y | +298.0% | -99.5% | +397.5% | -9.1% |
| All | +994.2% | -100.0% | +1,094.2% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling