+222.9%
EWY vs AFL
+63.5%
+159.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.3% |
| 7D | -0.1% | -1.6% | +1.6% | -0.3% |
| 30D | +7.3% | -4.0% | +11.3% | +6.9% |
| 3M | -5.1% | -0.5% | -4.6% | -5.6% |
| 6M | +42.1% | +6.5% | +35.5% | +39.9% |
| YTD | +94.1% | +6.2% | +87.9% | +91.1% |
| 1Y | +147.8% | +8.3% | +139.5% | +142.9% |
| 3Y | +222.9% | +62.5% | +160.4% | +182.1% |
| All | +222.9% | +63.5% | +159.4% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling