-15.7%
AWK vs AFL
+131.0%
-146.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -0.7% | -3.3% | +2.5% | +0.4% |
| 30D | +2.8% | -5.0% | +7.8% | +4.5% |
| 3M | +11.3% | -1.8% | +13.1% | +11.9% |
| 6M | +6.7% | +4.8% | +1.9% | +5.0% |
| YTD | +9.4% | +5.4% | +3.9% | +7.3% |
| 1Y | +3.7% | +9.0% | -5.3% | +0.6% |
| 3Y | +9.2% | +63.0% | -53.8% | -7.9% |
| 5Y | -15.7% | +134.5% | -150.2% | -36.2% |
| All | -15.7% | +131.0% | -146.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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