+299.5%
AFL vs IWD
+195.0%
+104.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.2% |
| 7D | -2.1% | -1.2% | -1.0% | -0.9% |
| 30D | -5.4% | -1.6% | -3.8% | -3.8% |
| 3M | -0.3% | +7.0% | -7.3% | -7.4% |
| 6M | +5.2% | +17.0% | -11.8% | -11.5% |
| YTD | +5.7% | +21.6% | -15.9% | -15.0% |
| 1Y | +10.2% | +28.0% | -17.8% | -16.3% |
| 3Y | +63.4% | +70.6% | -7.1% | -10.6% |
| 5Y | +133.0% | +73.3% | +59.7% | +24.2% |
| 10Y | +299.5% | +200.5% | +99.0% | +19.4% |
| All | +299.5% | +195.0% | +104.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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