-0.3%
SPOT vs AFL
+18.6%
-18.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.3% |
| 7D | +16.6% | +2.9% | +13.7% | +15.5% |
| 30D | +29.9% | +11.5% | +18.4% | +26.3% |
| 3M | +31.3% | +0.6% | +30.6% | +29.8% |
| 6M | +43.2% | +11.7% | +31.5% | +39.2% |
| YTD | +8.1% | +15.4% | -7.3% | +5.2% |
| 1Y | -0.3% | +17.6% | -17.9% | -2.1% |
| All | -0.3% | +18.6% | -18.9% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling