+341.3%
AFL vs CDW
+338.4%
+2.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.3% |
| 7D | +1.4% | +2.6% | -1.1% | +0.5% |
| 30D | +9.7% | +20.4% | -10.7% | +2.7% |
| 3M | +5.5% | +28.5% | -23.0% | -4.0% |
| 6M | +11.2% | +70.6% | -59.4% | -10.0% |
| YTD | +17.1% | +29.1% | -12.0% | +2.8% |
| 1Y | +14.0% | +23.8% | -9.7% | +1.6% |
| 3Y | +66.3% | -14.5% | +80.7% | +64.5% |
| 5Y | +152.7% | -1.6% | +154.2% | +128.2% |
| 10Y | +341.3% | +322.0% | +19.3% | +169.7% |
| All | +341.3% | +338.4% | +2.9% | +169.7% |
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