+318.0%
SPYM vs AFL
+303.3%
+14.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -0.8% | -1.6% | +0.9% | -0.1% |
| 30D | -1.1% | -4.0% | +3.0% | +0.5% |
| 3M | +3.9% | -0.5% | +4.4% | +3.8% |
| 6M | +13.6% | +6.5% | +7.1% | +10.1% |
| YTD | +12.7% | +6.2% | +6.6% | +9.1% |
| 1Y | +17.6% | +8.3% | +9.3% | +12.6% |
| 3Y | +77.2% | +62.5% | +14.7% | +40.0% |
| 5Y | +84.1% | +136.2% | -52.0% | +22.0% |
| All | +318.0% | +303.3% | +14.8% | +125.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling