+67.0%
AFL vs IWD
+85.1%
-18.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.7% |
| 7D | +2.9% | +2.3% | +0.6% | +1.4% |
| 30D | +8.0% | +3.6% | +4.4% | +5.5% |
| 3M | +5.9% | +2.2% | +3.8% | +4.4% |
| 6M | +11.6% | +13.0% | -1.3% | +2.7% |
| YTD | +17.5% | +26.5% | -9.0% | -0.7% |
| 1Y | +13.3% | +30.1% | -16.9% | -6.4% |
| 3Y | +67.0% | +84.9% | -17.8% | +18.4% |
| All | +67.0% | +85.1% | -18.1% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling