+119.6%
GLW vs AFL
+10.4%
+109.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -2.9% | -3.4% |
| 7D | +11.7% | -3.3% | +15.0% | +8.7% |
| 30D | +2.7% | -5.0% | +7.6% | -1.5% |
| 3M | -2.8% | -1.8% | -1.1% | -4.3% |
| 6M | +20.2% | +4.8% | +15.3% | +20.5% |
| YTD | +87.3% | +5.4% | +81.9% | +87.9% |
| 1Y | +119.6% | +9.0% | +110.6% | +126.4% |
| All | +119.6% | +10.4% | +109.2% | +126.4% |
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