+6,206.9%
EW vs AFL
+1,614.6%
+4,592.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.1% |
| 7D | -4.4% | -0.7% | -3.7% | -4.3% |
| 30D | -3.3% | -7.1% | +3.8% | -1.7% |
| 3M | +1.0% | +0.4% | +0.6% | +0.8% |
| 6M | +6.2% | +4.5% | +1.7% | +4.9% |
| YTD | +1.7% | +6.1% | -4.3% | 0.0% |
| 1Y | +8.1% | +10.6% | -2.4% | +5.2% |
| 3Y | +17.1% | +64.0% | -46.9% | +3.3% |
| 5Y | -29.4% | +133.7% | -163.1% | -42.8% |
| 10Y | +121.7% | +298.0% | -176.3% | +56.6% |
| All | +6,206.9% | +1,614.6% | +4,592.3% | +2,698.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling