+181.4%
AFL vs TW
+206.7%
-25.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -1.6% | -4.5% | +2.8% | -0.3% |
| 30D | -4.0% | -2.3% | -1.8% | -3.4% |
| 3M | -0.5% | +2.6% | -3.1% | -1.8% |
| 6M | +6.5% | -17.5% | +24.1% | +12.2% |
| YTD | +6.2% | -5.3% | +11.5% | +6.7% |
| 1Y | +8.3% | -14.8% | +23.1% | +12.2% |
| 3Y | +62.5% | +18.8% | +43.7% | +48.3% |
| 5Y | +136.2% | +20.7% | +115.4% | +109.7% |
| All | +181.4% | +206.7% | -25.3% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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