+295.8%
AFL vs BWA
+156.8%
+139.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | -4.0% | -2.9% | -1.1% | -3.3% |
| 3M | -0.5% | -10.7% | +10.2% | +2.4% |
| 6M | +6.5% | +26.5% | -19.9% | -3.1% |
| YTD | +6.2% | +49.1% | -42.9% | -10.1% |
| 1Y | +8.3% | +52.1% | -43.8% | -9.3% |
| 3Y | +62.5% | +72.6% | -10.0% | +25.9% |
| 5Y | +136.2% | +89.4% | +46.8% | +69.8% |
| All | +295.8% | +156.8% | +139.1% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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