+63.8%
EW vs AFL
+66.2%
-2.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | +24.1% | +8.6% | +15.4% | +22.2% |
| 3M | +13.7% | +5.3% | +8.4% | +12.6% |
| 6M | +32.7% | +10.0% | +22.7% | +30.0% |
| YTD | +24.1% | +16.5% | +7.6% | +19.9% |
| 1Y | +23.6% | +12.7% | +10.9% | +20.4% |
| All | +63.8% | +66.2% | -2.4% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling