+2.5%
WFC vs AFL
+18.6%
-16.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.9% |
| 7D | +4.5% | +2.9% | +1.6% | +3.6% |
| 30D | +7.4% | +11.5% | -4.1% | +4.1% |
| 3M | -0.5% | +0.6% | -1.1% | -1.0% |
| 6M | +11.7% | +11.7% | 0.0% | +8.0% |
| YTD | -4.6% | +15.4% | -20.1% | -8.3% |
| 1Y | +2.5% | +17.6% | -15.0% | -1.2% |
| All | +2.5% | +18.6% | -16.1% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling