+293.1%
AFL vs CDW
+271.4%
+21.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.3% | -7.4% | +4.1% | -0.9% |
| 30D | -5.0% | +5.8% | -10.8% | -7.2% |
| 3M | -1.8% | +10.8% | -12.6% | -6.3% |
| 6M | +4.8% | +21.5% | -16.6% | -5.5% |
| YTD | +5.4% | +6.4% | -0.9% | -0.6% |
| 1Y | +9.0% | -14.8% | +23.8% | +11.2% |
| 3Y | +63.0% | -29.9% | +92.9% | +73.3% |
| 5Y | +134.5% | -22.9% | +157.4% | +132.5% |
| All | +293.1% | +271.4% | +21.6% | +148.4% |
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