+349.8%
EWZ vs AFL
+1,535.8%
-1,185.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.5% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -24.5% | +10.0% | -34.6% | -28.0% |
| 3M | -10.7% | -1.6% | -9.1% | -10.4% |
| 6M | -19.1% | +10.5% | -29.6% | -23.3% |
| YTD | +1.6% | +14.3% | -12.6% | -5.5% |
| 1Y | +4.3% | +11.4% | -7.1% | -1.9% |
| 3Y | +19.0% | +62.4% | -43.5% | -8.4% |
| 5Y | +57.7% | +144.8% | -87.1% | -1.4% |
| 10Y | +51.3% | +356.2% | -304.9% | -29.8% |
| All | +349.8% | +1,535.8% | -1,185.9% | +32.3% |
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