+87.2%
AFL vs BAM
+86.2%
+1.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -1.9% |
| 7D | +0.1% | +9.7% | -9.6% | -1.4% |
| 30D | +10.0% | +19.0% | -8.9% | +6.9% |
| 3M | -1.6% | +0.6% | -2.1% | -1.9% |
| 6M | +10.5% | +11.1% | -0.6% | +8.1% |
| YTD | +14.3% | +4.2% | +10.1% | +12.7% |
| 1Y | +11.4% | +3.3% | +8.1% | +9.9% |
| 3Y | +62.4% | +88.8% | -26.3% | +39.8% |
| All | +87.2% | +86.2% | +1.0% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling