+573.9%
EWT vs AFL
+1,545.1%
-971.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -1.1% | -3.3% | +2.2% | -0.1% |
| 30D | +4.8% | -5.0% | +9.8% | +6.4% |
| 3M | +11.1% | -1.8% | +12.9% | +11.3% |
| 6M | +54.6% | +4.8% | +49.8% | +51.3% |
| YTD | +71.4% | +5.4% | +66.0% | +67.2% |
| 1Y | +82.1% | +9.0% | +73.1% | +75.3% |
| 3Y | +193.2% | +63.0% | +130.2% | +144.5% |
| 5Y | +146.1% | +134.5% | +11.6% | +80.7% |
| 10Y | +505.0% | +298.6% | +206.4% | +257.8% |
| All | +573.9% | +1,545.1% | -971.2% | +163.0% |
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 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