+148.2%
AFL vs WU
-43.8%
+192.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | +2.9% | -2.0% | +4.9% | +3.3% |
| 30D | +8.0% | +11.4% | -3.5% | +5.5% |
| 3M | +5.9% | -6.8% | +12.7% | +7.2% |
| 6M | +11.6% | -14.6% | +26.3% | +14.4% |
| YTD | +17.5% | -20.6% | +38.2% | +22.1% |
| 1Y | +13.3% | -15.4% | +28.6% | +15.7% |
| 3Y | +67.0% | -23.6% | +90.6% | +71.7% |
| All | +148.2% | -43.8% | +192.0% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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