+90.9%
AFL vs BAM
+80.8%
+10.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | +0.2% | -2.0% | +2.2% | +0.5% |
| 30D | +8.6% | +13.7% | -5.0% | +6.3% |
| 3M | +5.3% | -4.8% | +10.1% | +5.9% |
| 6M | +10.0% | +7.6% | +2.4% | +8.2% |
| YTD | +16.5% | +1.2% | +15.4% | +15.5% |
| 1Y | +12.7% | -2.3% | +15.0% | +12.3% |
| 3Y | +65.5% | +84.1% | -18.6% | +42.9% |
| All | +90.9% | +80.8% | +10.1% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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