+17.6%
AFL vs BAH
+6.2%
+11.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +1.0% |
| 7D | +2.9% | +5.8% | -2.9% | +2.7% |
| 30D | +11.5% | +28.7% | -17.2% | +10.7% |
| 3M | +0.6% | +20.9% | -20.3% | -0.1% |
| 6M | +11.7% | +15.2% | -3.5% | +10.2% |
| YTD | +15.4% | +7.1% | +8.3% | +11.6% |
| 1Y | +17.6% | +6.4% | +11.2% | +14.0% |
| All | +17.6% | +6.2% | +11.4% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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