+293.1%
AFL vs BLDR
+372.1%
-79.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.6% |
| 7D | -3.3% | -8.1% | +4.8% | -1.6% |
| 30D | -5.0% | -21.5% | +16.5% | -0.3% |
| 3M | -1.8% | -21.0% | +19.2% | +2.0% |
| 6M | +4.8% | -37.1% | +41.9% | +13.6% |
| YTD | +5.4% | -42.7% | +48.1% | +15.9% |
| 1Y | +9.0% | -58.0% | +66.9% | +27.9% |
| 3Y | +63.0% | -57.8% | +120.9% | +80.2% |
| 5Y | +134.5% | +10.3% | +124.2% | +86.1% |
| All | +293.1% | +372.1% | -79.1% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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