+10.2%
AFL vs GWRE
-25.4%
+35.6%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -19.9% | +19.0% | -0.8% |
| 7D | +0.6% | -21.1% | +21.7% | +0.7% |
| 30D | -6.2% | +1.3% | -7.5% | -6.1% |
| 3M | +2.2% | +7.4% | -5.3% | +1.6% |
| 6M | +5.3% | +5.6% | -0.3% | +4.3% |
| YTD | +8.0% | -19.2% | +27.2% | +4.6% |
| 1Y | +10.2% | -25.1% | +35.4% | +6.8% |
| All | +10.2% | -25.4% | +35.6% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling