+182.7%
SW vs AFL
+350.1%
-167.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +6.8% | +10.0% | -3.3% | +4.7% |
| 3M | -5.2% | -1.6% | -3.6% | -5.0% |
| 6M | +7.4% | +10.5% | -3.1% | +5.0% |
| YTD | +17.4% | +14.3% | +3.1% | +14.0% |
| 1Y | +27.1% | +11.4% | +15.7% | +24.0% |
| 3Y | +47.9% | +62.4% | -14.6% | +33.4% |
| 5Y | -2.6% | +144.8% | -147.4% | -19.8% |
| All | +182.7% | +350.1% | -167.5% | +114.5% |
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 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