+342.5%
AFL vs CDW
+312.7%
+29.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.1% |
| 7D | +2.9% | +9.3% | -6.5% | 0.0% |
| 30D | +8.0% | +14.4% | -6.4% | +2.9% |
| 3M | +5.9% | +21.4% | -15.5% | -1.8% |
| 6M | +11.6% | +72.8% | -61.2% | -10.1% |
| YTD | +17.5% | +28.0% | -10.5% | +3.4% |
| 1Y | +13.3% | +19.3% | -6.1% | +2.3% |
| 3Y | +67.0% | -15.3% | +82.3% | +65.8% |
| 5Y | +150.6% | -3.8% | +154.4% | +128.5% |
| All | +342.5% | +312.7% | +29.8% | +171.2% |
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