+134.5%
AFL vs WU
-51.6%
+186.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -3.3% | -5.0% | +1.7% | -2.3% |
| 30D | -5.0% | -2.3% | -2.7% | -4.6% |
| 3M | -1.8% | -3.2% | +1.5% | -2.0% |
| 6M | +4.8% | -25.0% | +29.9% | +10.8% |
| YTD | +5.4% | -21.7% | +27.1% | +10.1% |
| 1Y | +9.0% | -9.0% | +17.9% | +9.0% |
| 3Y | +63.0% | -28.9% | +91.9% | +71.0% |
| 5Y | +134.5% | -51.0% | +185.5% | +172.7% |
| All | +134.5% | -51.6% | +186.1% | +172.7% |
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