+449.9%
AFL vs CDW
+903.1%
-453.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +0.6% | +3.2% | -2.6% | -0.4% |
| 30D | -6.2% | +9.3% | -15.5% | -9.1% |
| 3M | +2.2% | +9.8% | -7.6% | -2.0% |
| 6M | +5.3% | +23.3% | -18.1% | -4.8% |
| YTD | +8.0% | +13.7% | -5.7% | 0.0% |
| 1Y | +10.2% | -6.5% | +16.7% | +8.8% |
| 3Y | +67.1% | -25.2% | +92.3% | +73.5% |
| 5Y | +135.6% | -19.5% | +155.1% | +132.1% |
| 10Y | +299.4% | +285.8% | +13.6% | +141.3% |
| All | +449.9% | +903.1% | -453.2% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling