+61.8%
AFL vs BAH
-31.4%
+93.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.1% | -1.3% | -0.8% | -2.0% |
| 30D | -5.4% | -6.6% | +1.2% | -5.0% |
| 3M | -0.3% | -7.2% | +6.9% | -0.1% |
| 6M | +5.2% | -10.0% | +15.2% | +5.5% |
| YTD | +5.7% | -12.5% | +18.1% | +5.6% |
| 1Y | +10.2% | -27.9% | +38.1% | +12.0% |
| All | +61.8% | -31.4% | +93.2% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling