+295.8%
AFL vs WAB
+296.8%
-1.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.3% |
| 7D | -1.6% | +0.1% | -1.8% | -1.7% |
| 30D | -4.0% | -4.1% | 0.0% | -2.5% |
| 3M | -0.5% | +8.2% | -8.7% | -4.3% |
| 6M | +6.5% | +15.4% | -8.9% | -1.0% |
| YTD | +6.2% | +33.1% | -27.0% | -7.3% |
| 1Y | +8.3% | +48.1% | -39.8% | -10.1% |
| 3Y | +62.5% | +167.7% | -105.2% | +1.1% |
| 5Y | +136.2% | +225.7% | -89.6% | +32.0% |
| All | +295.8% | +296.8% | -1.0% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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