+67.6%
EWZ vs AFL
+134.0%
-66.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.6% |
| 7D | +5.6% | -0.7% | +6.3% | +5.8% |
| 30D | +9.3% | -7.1% | +16.4% | +12.0% |
| 3M | +15.7% | +0.4% | +15.3% | +15.2% |
| 6M | +7.4% | +4.5% | +2.9% | +5.2% |
| YTD | +22.7% | +6.1% | +16.6% | +19.2% |
| 1Y | +36.4% | +10.6% | +25.8% | +30.3% |
| 3Y | +50.4% | +64.0% | -13.6% | +18.5% |
| 5Y | +67.6% | +133.7% | -66.1% | +4.5% |
| All | +67.6% | +134.0% | -66.4% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling