+134.5%
AFL vs TW
+19.6%
+114.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -3.3% | -2.7% | -0.6% | -2.7% |
| 30D | -5.0% | -1.7% | -3.2% | -4.6% |
| 3M | -1.8% | +1.6% | -3.4% | -2.4% |
| 6M | +4.8% | -17.7% | +22.5% | +9.2% |
| YTD | +5.4% | -4.3% | +9.8% | +5.6% |
| 1Y | +9.0% | -13.1% | +22.1% | +11.6% |
| 3Y | +63.0% | +20.3% | +42.8% | +53.2% |
| 5Y | +134.5% | +22.0% | +112.6% | +109.5% |
| All | +134.5% | +19.6% | +114.9% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling