+184.4%
SW vs AFL
+342.1%
-157.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +2.2% | +2.1% | +0.1% | +1.7% |
| 30D | +7.4% | +10.6% | -3.1% | +5.3% |
| 3M | -5.9% | +4.4% | -10.3% | -6.8% |
| 6M | +9.0% | +13.1% | -4.2% | +6.0% |
| YTD | +18.1% | +16.6% | +1.5% | +14.2% |
| 1Y | +28.7% | +13.8% | +14.8% | +25.0% |
| 3Y | +48.8% | +65.7% | -16.9% | +33.6% |
| 5Y | +2.5% | +153.1% | -150.7% | -16.3% |
| 10Y | +184.4% | +335.9% | -151.4% | +115.3% |
| All | +184.4% | +342.1% | -157.7% | +115.3% |
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