+40.6%
GLW vs AFL
+18.6%
+22.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.0% | -6.9% | -4.7% |
| 7D | -9.5% | +2.9% | -12.4% | -6.5% |
| 30D | -25.5% | +11.5% | -37.0% | -16.1% |
| 3M | -25.6% | +0.6% | -26.2% | -23.7% |
| 6M | -25.5% | +11.7% | -37.2% | -18.0% |
| YTD | +36.4% | +15.4% | +21.0% | +50.2% |
| 1Y | +40.6% | +17.6% | +23.0% | +56.5% |
| All | +40.6% | +18.6% | +22.0% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling