+338.6%
AFL vs CDW
+315.4%
+23.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +0.2% | +9.1% | -8.9% | -2.5% |
| 30D | +8.6% | +13.7% | -5.1% | +3.7% |
| 3M | +5.3% | +27.0% | -21.7% | -3.8% |
| 6M | +10.0% | +75.9% | -65.9% | -11.9% |
| YTD | +16.5% | +28.9% | -12.4% | +2.3% |
| 1Y | +12.7% | +19.6% | -6.9% | +1.7% |
| 3Y | +65.5% | -14.6% | +80.1% | +63.8% |
| 5Y | +148.5% | -3.2% | +151.6% | +126.0% |
| All | +338.6% | +315.4% | +23.2% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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