+339.2%
GLW vs AFL
+67.6%
+271.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.2% |
| 7D | +7.7% | +2.9% | +4.9% | +8.1% |
| 30D | -18.8% | +8.0% | -26.8% | -18.2% |
| 3M | -27.7% | +5.9% | -33.6% | -27.1% |
| 6M | -44.4% | +11.6% | -56.1% | -44.5% |
| YTD | +31.3% | +17.5% | +13.8% | +29.4% |
| 1Y | +40.0% | +13.3% | +26.8% | +39.3% |
| 3Y | +339.2% | +67.0% | +272.2% | +309.8% |
| All | +339.2% | +67.6% | +271.6% | +309.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling