+1,070.7%
AFL vs WTW
+1,101.3%
-30.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.5% |
| 7D | -3.3% | -7.8% | +4.5% | +1.0% |
| 30D | -5.0% | -7.9% | +2.9% | -0.9% |
| 3M | -1.8% | +19.9% | -21.7% | -11.6% |
| 6M | +4.8% | +9.8% | -5.0% | -1.8% |
| YTD | +5.4% | -3.3% | +8.8% | +4.9% |
| 1Y | +9.0% | -3.3% | +12.3% | +8.2% |
| 3Y | +63.0% | +61.5% | +1.5% | +19.9% |
| 5Y | +134.5% | +42.6% | +91.9% | +81.5% |
| 10Y | +298.6% | +197.1% | +101.5% | +97.9% |
| All | +1,070.7% | +1,101.3% | -30.5% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 all: compounded portfolio wealth divided by compounded WTW 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…
all analysis · Full analysis span regression · 6 months rolling