+7,594.5%
EW vs AFL
+1,783.6%
+5,811.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.7% |
| 3M | +13.7% | +5.3% | +8.4% | +12.3% |
| 6M | +32.7% | +10.0% | +22.7% | +29.5% |
| YTD | +24.1% | +16.5% | +7.6% | +19.4% |
| 1Y | +23.6% | +12.7% | +10.9% | +19.8% |
| 3Y | +64.8% | +65.5% | -0.7% | +45.0% |
| 5Y | -8.8% | +148.5% | -157.3% | -27.2% |
| 10Y | +248.8% | +339.2% | -90.5% | +140.9% |
| All | +7,594.5% | +1,783.6% | +5,811.0% | +3,240.6% |
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