+295.8%
AFL vs BAH
+207.9%
+87.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.6% | +4.3% | -5.9% | -2.6% |
| 30D | -4.0% | -2.5% | -1.6% | -3.6% |
| 3M | -0.5% | -0.9% | +0.4% | -0.8% |
| 6M | +6.5% | +1.5% | +5.1% | +5.1% |
| YTD | +6.2% | -8.0% | +14.1% | +6.0% |
| 1Y | +8.3% | -24.7% | +33.0% | +13.5% |
| 3Y | +62.5% | -28.4% | +90.9% | +63.8% |
| 5Y | +136.2% | +2.8% | +133.4% | +105.9% |
| All | +295.8% | +207.9% | +87.9% | +175.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling