+1,250.3%
EWY vs AFL
+1,558.4%
-308.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +6.7% | -2.1% | +8.8% | +7.5% |
| 30D | +17.0% | -5.4% | +22.4% | +19.3% |
| 3M | +3.7% | -0.3% | +3.9% | +2.8% |
| 6M | +42.5% | +5.2% | +37.3% | +37.5% |
| YTD | +96.2% | +5.7% | +90.6% | +88.8% |
| 1Y | +160.4% | +10.2% | +150.1% | +145.3% |
| 3Y | +231.7% | +63.4% | +168.3% | +161.5% |
| 5Y | +153.3% | +133.0% | +20.3% | +70.9% |
| 10Y | +308.8% | +299.5% | +9.3% | +112.0% |
| All | +1,250.3% | +1,558.4% | -308.1% | +353.1% |
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 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