+713.1%
AFL vs WU
-21.6%
+734.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.5% |
| 7D | -0.7% | -0.8% | +0.1% | -0.3% |
| 30D | -7.1% | -1.1% | -6.0% | -6.8% |
| 3M | +0.4% | -1.8% | +2.2% | -1.2% |
| 6M | +4.5% | -23.9% | +28.5% | +16.4% |
| YTD | +6.1% | -20.4% | +26.5% | +14.9% |
| 1Y | +10.6% | -10.6% | +21.1% | +11.1% |
| 3Y | +64.0% | -27.7% | +91.8% | +77.2% |
| 5Y | +133.7% | -51.1% | +184.9% | +201.1% |
| 10Y | +298.0% | -40.7% | +338.7% | +332.9% |
| All | +713.1% | -21.6% | +734.8% | +538.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling