+432.5%
EWZ vs AFL
+1,445.5%
-1,012.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +6.5% | +0.6% | +5.9% | +6.2% |
| 30D | +4.8% | -6.2% | +11.0% | +7.9% |
| 3M | +9.9% | +2.2% | +7.7% | +8.4% |
| 6M | +1.9% | +5.3% | -3.3% | -1.0% |
| YTD | +20.3% | +8.0% | +12.4% | +15.2% |
| 1Y | +35.6% | +10.2% | +25.4% | +28.3% |
| 3Y | +43.4% | +67.1% | -23.6% | +9.1% |
| 5Y | +55.9% | +135.6% | -79.6% | -0.6% |
| 10Y | +84.2% | +299.4% | -215.2% | -9.0% |
| All | +432.5% | +1,445.5% | -1,012.9% | +61.2% |
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 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