+851.8%
GLW vs AFL
+303.3%
+548.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | +7.8% | -1.6% | +9.5% | +8.6% |
| 30D | -0.4% | -4.0% | +3.6% | +1.4% |
| 3M | -5.6% | -0.5% | -5.1% | -6.5% |
| 6M | +26.7% | +6.5% | +20.2% | +20.5% |
| YTD | +91.0% | +6.2% | +84.9% | +81.2% |
| 1Y | +122.4% | +8.3% | +114.1% | +107.7% |
| 3Y | +471.0% | +62.5% | +408.5% | +314.2% |
| 5Y | +385.6% | +136.2% | +249.5% | +180.2% |
| All | +851.8% | +303.3% | +548.6% | +313.0% |
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