+115.3%
SPOT vs AFL
+133.8%
-18.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -3.1% | -1.6% | -1.4% | -2.4% |
| 30D | +7.4% | -4.0% | +11.4% | +9.0% |
| 3M | +8.2% | -0.5% | +8.7% | +8.2% |
| 6M | +2.2% | +6.5% | -4.3% | -0.7% |
| YTD | -9.5% | +6.2% | -15.6% | -12.0% |
| 1Y | -23.8% | +8.3% | -32.1% | -26.8% |
| 3Y | +233.5% | +62.5% | +170.9% | +163.1% |
| All | +115.3% | +133.8% | -18.5% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling