+9,486.7%
AFL vs SPY
+3,091.8%
+6,394.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -6.2% | +0.1% | -6.2% | -6.3% |
| 3M | +2.2% | +2.0% | +0.2% | -0.6% |
| 6M | +5.3% | +13.0% | -7.7% | -8.4% |
| YTD | +8.0% | +13.5% | -5.6% | -6.8% |
| 1Y | +10.2% | +20.0% | -9.7% | -10.6% |
| 3Y | +67.1% | +77.2% | -10.1% | -13.3% |
| 5Y | +135.6% | +81.9% | +53.7% | +15.7% |
| 10Y | +299.4% | +314.1% | -14.7% | -20.8% |
| All | +9,486.7% | +3,091.8% | +6,394.9% | +270.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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