+295.8%
AFL vs SPYG
+424.6%
-128.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -1.6% | -0.9% | -0.8% | -1.2% |
| 30D | -4.0% | -1.5% | -2.5% | -3.3% |
| 3M | -0.5% | +3.7% | -4.2% | -3.1% |
| 6M | +6.5% | +16.4% | -9.9% | -3.5% |
| YTD | +6.2% | +13.3% | -7.2% | -2.6% |
| 1Y | +8.3% | +17.9% | -9.6% | -3.5% |
| 3Y | +62.5% | +98.3% | -35.8% | -0.4% |
| 5Y | +136.2% | +86.4% | +49.7% | +47.7% |
| All | +295.8% | +424.6% | -128.7% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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