+7,692.7%
EW vs AFL
+1,800.0%
+5,892.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +4.9% | +2.9% | +2.0% | +4.2% |
| 30D | +23.9% | +8.0% | +16.0% | +21.8% |
| 3M | +15.8% | +5.9% | +9.9% | +14.2% |
| 6M | +31.7% | +11.6% | +20.0% | +28.1% |
| YTD | +25.7% | +17.5% | +8.2% | +20.7% |
| 1Y | +24.4% | +13.3% | +11.2% | +20.4% |
| 3Y | +65.9% | +67.0% | -1.2% | +45.7% |
| 5Y | -7.6% | +150.6% | -158.3% | -26.4% |
| 10Y | +253.2% | +343.1% | -89.9% | +143.5% |
| All | +7,692.7% | +1,800.0% | +5,892.8% | +3,276.6% |
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