+303.5%
EWY vs AFL
+303.3%
+0.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.0% |
| 7D | -0.1% | -1.6% | +1.6% | +0.5% |
| 30D | +7.3% | -4.0% | +11.3% | +8.7% |
| 3M | -5.1% | -0.5% | -4.6% | -5.8% |
| 6M | +42.1% | +6.5% | +35.5% | +36.4% |
| YTD | +94.1% | +6.2% | +87.9% | +86.3% |
| 1Y | +147.8% | +8.3% | +139.5% | +134.9% |
| 3Y | +222.9% | +62.5% | +160.4% | +151.3% |
| 5Y | +150.6% | +136.2% | +14.5% | +62.2% |
| All | +303.5% | +303.3% | +0.2% | +115.6% |
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 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