+23.8%
IWM vs AFL
+149.6%
-125.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +1.4% | +2.9% | -1.4% | +0.2% |
| 30D | +2.3% | +8.0% | -5.7% | -1.1% |
| 3M | -8.3% | +5.9% | -14.2% | -10.7% |
| 6M | -1.3% | +11.6% | -13.0% | -6.6% |
| YTD | +13.5% | +17.5% | -4.0% | +4.5% |
| 1Y | +18.4% | +13.3% | +5.1% | +10.9% |
| 3Y | +69.6% | +67.0% | +2.6% | +26.6% |
| All | +23.8% | +149.6% | -125.9% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling