+8,589.7%
PWR vs AFL
+2,543.5%
+6,046.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.1% | +3.1% |
| 7D | +4.5% | -0.7% | +5.3% | +4.8% |
| 30D | -4.9% | -7.1% | +2.2% | -2.1% |
| 3M | -7.9% | +0.4% | -8.3% | -8.6% |
| 6M | +18.3% | +4.5% | +13.8% | +15.2% |
| YTD | +51.5% | +6.1% | +45.4% | +46.2% |
| 1Y | +70.3% | +10.6% | +59.8% | +61.0% |
| 3Y | +210.6% | +64.0% | +146.6% | +144.8% |
| 5Y | +456.7% | +133.7% | +322.9% | +276.9% |
| 10Y | +2,396.1% | +298.0% | +2,098.1% | +1,237.3% |
| All | +8,589.7% | +2,543.5% | +6,046.1% | +2,206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling