+92.6%
EWZ vs AFL
+297.3%
-204.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -0.1% | -2.1% | +2.1% | +1.2% |
| 30D | +8.2% | -5.4% | +13.6% | +11.5% |
| 3M | +13.3% | -0.3% | +13.6% | +13.0% |
| 6M | +3.6% | +5.2% | -1.6% | -0.2% |
| YTD | +21.0% | +5.7% | +15.3% | +15.9% |
| 1Y | +34.7% | +10.2% | +24.4% | +25.5% |
| 3Y | +48.3% | +63.4% | -15.1% | +4.5% |
| 5Y | +60.1% | +133.0% | -72.9% | -13.3% |
| 10Y | +92.6% | +299.5% | -207.0% | -21.2% |
| All | +92.6% | +297.3% | -204.7% | -21.2% |
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