+17.5%
SPY vs AFL
+9.8%
+7.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.9% |
| 7D | -0.8% | -1.6% | +0.9% | -0.9% |
| 30D | -1.1% | -4.0% | +3.0% | -1.5% |
| 3M | +3.9% | -0.5% | +4.4% | +3.7% |
| 6M | +13.6% | +6.5% | +7.1% | +13.2% |
| YTD | +12.7% | +6.2% | +6.5% | +12.3% |
| 1Y | +17.5% | +8.3% | +9.2% | +17.7% |
| All | +17.5% | +9.8% | +7.7% | +17.7% |
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