+801.1%
AFL vs WU
-21.8%
+822.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.2% |
| 7D | +2.9% | -2.0% | +4.9% | +3.9% |
| 30D | +8.0% | +11.4% | -3.5% | +1.9% |
| 3M | +5.9% | -6.8% | +12.7% | +8.9% |
| 6M | +11.6% | -14.6% | +26.3% | +17.0% |
| YTD | +17.5% | -20.6% | +38.2% | +26.6% |
| 1Y | +13.3% | -15.4% | +28.6% | +17.6% |
| 3Y | +67.0% | -23.6% | +90.6% | +74.8% |
| 5Y | +150.6% | -43.4% | +194.0% | +195.4% |
| 10Y | +343.1% | -38.8% | +381.9% | +370.6% |
| All | +801.1% | -21.8% | +822.9% | +603.8% |
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