+76.9%
AFL vs BAM
+78.0%
-1.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +0.6% | -2.0% | +2.6% | +0.9% |
| 30D | -6.2% | -2.9% | -3.3% | -5.8% |
| 3M | +2.2% | +9.4% | -7.2% | +0.4% |
| 6M | +5.3% | +10.8% | -5.5% | +2.9% |
| YTD | +8.0% | -0.4% | +8.4% | +7.4% |
| 1Y | +10.2% | -10.9% | +21.1% | +11.9% |
| 3Y | +67.1% | +61.3% | +5.8% | +48.1% |
| All | +76.9% | +78.0% | -1.1% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling