+293.1%
AFL vs BBWI
-57.7%
+350.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | 0.0% |
| 7D | -3.3% | -8.0% | +4.7% | -2.0% |
| 30D | -5.0% | -6.6% | +1.6% | -4.1% |
| 3M | -1.8% | -2.7% | +0.9% | -1.9% |
| 6M | +4.8% | -12.8% | +17.6% | +5.6% |
| YTD | +5.4% | -10.5% | +15.9% | +5.1% |
| 1Y | +9.0% | -35.3% | +44.3% | +13.7% |
| 3Y | +63.0% | -47.7% | +110.8% | +69.3% |
| 5Y | +134.5% | -68.9% | +203.4% | +160.1% |
| All | +293.1% | -57.7% | +350.7% | +206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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