+165.3%
IWM vs AFL
+300.4%
-135.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.5% | -3.3% | +0.7% | -0.9% |
| 30D | -4.4% | -5.0% | +0.6% | -2.1% |
| 3M | +2.2% | -1.8% | +4.0% | +2.7% |
| 6M | +14.0% | +4.8% | +9.2% | +10.4% |
| YTD | +17.4% | +5.4% | +11.9% | +13.0% |
| 1Y | +22.9% | +9.0% | +14.0% | +16.1% |
| 3Y | +62.1% | +63.0% | -1.0% | +20.9% |
| 5Y | +38.2% | +134.5% | -96.3% | -16.4% |
| All | +165.3% | +300.4% | -135.2% | +23.0% |
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