+91.1%
AFL vs BAM
+88.1%
+3.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | +2.1% | +5.0% | -2.9% | +1.3% |
| 30D | +10.6% | +16.6% | -6.0% | +7.8% |
| 3M | +4.4% | +2.2% | +2.2% | +3.8% |
| 6M | +13.1% | +9.7% | +3.5% | +10.9% |
| YTD | +16.6% | +5.2% | +11.4% | +14.9% |
| 1Y | +13.8% | +3.9% | +9.9% | +12.2% |
| 3Y | +65.7% | +91.5% | -25.9% | +42.2% |
| All | +91.1% | +88.1% | +3.0% | +63.6% |
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