+133.7%
AFL vs BWA
+87.2%
+46.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | -4.0% | -2.9% | -1.1% | -3.6% |
| 3M | -0.5% | -10.7% | +10.2% | +1.3% |
| 6M | +6.5% | +26.5% | -19.9% | +0.2% |
| YTD | +6.2% | +49.1% | -42.9% | -4.9% |
| 1Y | +8.3% | +52.1% | -43.8% | -3.7% |
| 3Y | +62.5% | +72.6% | -10.0% | +37.2% |
| All | +133.7% | +87.2% | +46.5% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling