+295.8%
AFL vs WY
+7.6%
+288.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.6% | -4.2% | +2.5% | +0.1% |
| 30D | -4.0% | -10.1% | +6.1% | +0.1% |
| 3M | -0.5% | -8.5% | +8.0% | +2.6% |
| 6M | +6.5% | -3.3% | +9.9% | +6.9% |
| YTD | +6.2% | -4.4% | +10.6% | +6.6% |
| 1Y | +8.3% | -11.5% | +19.8% | +12.0% |
| 3Y | +62.5% | -24.3% | +86.9% | +75.3% |
| 5Y | +136.2% | -21.3% | +157.5% | +142.8% |
| All | +295.8% | +7.6% | +288.3% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling