+567.9%
AFL vs GWRE
+741.3%
-173.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -1.6% | -13.2% | +11.6% | +0.6% |
| 30D | -4.0% | -18.6% | +14.5% | -1.4% |
| 3M | -0.5% | +18.9% | -19.4% | -4.6% |
| 6M | +6.5% | -11.0% | +17.5% | +6.0% |
| YTD | +6.2% | -29.9% | +36.1% | +9.8% |
| 1Y | +8.3% | -44.3% | +52.6% | +16.6% |
| 3Y | +62.5% | +51.7% | +10.9% | +39.0% |
| 5Y | +136.2% | +15.4% | +120.7% | +109.4% |
| 10Y | +301.4% | +129.4% | +172.0% | +202.1% |
| All | +567.9% | +741.3% | -173.4% | +322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling