+527.0%
AFL vs BAH
+886.2%
-359.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | +0.6% | -3.2% | +3.8% | +1.4% |
| 30D | -6.2% | +2.0% | -8.2% | -6.9% |
| 3M | +2.2% | -7.6% | +9.8% | +3.6% |
| 6M | +5.3% | -5.7% | +10.9% | +5.6% |
| YTD | +8.0% | -11.7% | +19.7% | +9.0% |
| 1Y | +10.2% | -27.4% | +37.6% | +17.0% |
| 3Y | +67.1% | -32.5% | +99.6% | +73.2% |
| 5Y | +135.6% | -3.3% | +138.9% | +113.2% |
| 10Y | +299.4% | +186.0% | +113.4% | +155.5% |
| All | +527.0% | +886.2% | -359.3% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling