+1,086.1%
AFL vs SPYG
+553.6%
+532.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.4% |
| 7D | -3.3% | -1.8% | -1.5% | -1.9% |
| 30D | -5.0% | -1.9% | -3.0% | -3.6% |
| 3M | -1.8% | +5.2% | -6.9% | -6.4% |
| 6M | +4.8% | +15.6% | -10.7% | -8.1% |
| YTD | +5.4% | +12.4% | -7.0% | -6.0% |
| 1Y | +9.0% | +17.5% | -8.5% | -6.9% |
| 3Y | +63.0% | +98.1% | -35.0% | -13.5% |
| 5Y | +134.5% | +84.9% | +49.6% | +26.6% |
| 10Y | +298.6% | +417.7% | -119.1% | -16.6% |
| All | +1,086.1% | +553.6% | +532.5% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling