+148.5%
AFL vs IWD
+73.1%
+75.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +0.2% | +1.7% | -1.5% | -1.1% |
| 30D | +8.6% | +3.2% | +5.4% | +5.8% |
| 3M | +5.3% | +2.3% | +3.0% | +3.3% |
| 6M | +10.0% | +12.9% | -2.9% | -0.7% |
| YTD | +16.5% | +26.2% | -9.7% | -4.6% |
| 1Y | +12.7% | +28.3% | -15.6% | -9.1% |
| 3Y | +65.5% | +84.4% | -18.9% | -4.0% |
| 5Y | +148.5% | +73.0% | +75.5% | +54.2% |
| All | +148.5% | +73.1% | +75.4% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling