+182.3%
SW vs AFL
+340.0%
-157.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -2.6% | +1.4% | -4.0% | -2.9% |
| 30D | +7.2% | +9.7% | -2.5% | +5.2% |
| 3M | -10.5% | +5.5% | -16.0% | -11.5% |
| 6M | +9.9% | +11.2% | -1.3% | +7.3% |
| YTD | +17.2% | +17.1% | +0.2% | +13.2% |
| 1Y | +26.5% | +14.0% | +12.5% | +22.8% |
| 3Y | +47.7% | +66.3% | -18.6% | +32.5% |
| 5Y | +0.2% | +152.7% | -152.5% | -18.1% |
| 10Y | +182.3% | +341.3% | -159.0% | +113.2% |
| All | +182.3% | +340.0% | -157.7% | +113.2% |
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