+520.8%
AFL vs ACWI
+344.2%
+176.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -1.0% |
| 7D | +1.4% | -0.7% | +2.1% | +1.9% |
| 30D | +9.7% | -2.0% | +11.7% | +11.8% |
| 3M | +5.5% | -2.2% | +7.7% | +7.5% |
| 6M | +11.2% | +1.9% | +9.3% | +6.7% |
| YTD | +17.1% | +12.0% | +5.1% | -1.0% |
| 1Y | +14.0% | +12.5% | +1.5% | -4.4% |
| 3Y | +66.3% | +75.4% | -9.1% | -22.6% |
| 5Y | +152.7% | +61.5% | +91.2% | +27.0% |
| 10Y | +341.3% | +227.1% | +114.2% | -15.4% |
| All | +520.8% | +344.2% | +176.6% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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