+513.6%
EWT vs AFL
+303.3%
+210.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | -1.1% | -1.6% | +0.5% | -0.7% |
| 30D | +4.5% | -4.0% | +8.5% | +5.6% |
| 3M | +8.3% | -0.5% | +8.8% | +7.9% |
| 6M | +54.2% | +6.5% | +47.7% | +50.2% |
| YTD | +74.6% | +6.2% | +68.4% | +69.9% |
| 1Y | +84.9% | +8.3% | +76.6% | +78.5% |
| 3Y | +197.5% | +62.5% | +135.0% | +147.0% |
| 5Y | +150.6% | +136.2% | +14.4% | +80.9% |
| All | +513.6% | +303.3% | +210.4% | +288.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling