+134.5%
AFL vs BN
+30.5%
+104.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -3.3% | -5.9% | +2.6% | -1.7% |
| 30D | -5.0% | -15.1% | +10.1% | -0.9% |
| 3M | -1.8% | -14.6% | +12.8% | +2.2% |
| 6M | +4.8% | -8.4% | +13.3% | +6.5% |
| YTD | +5.4% | -16.8% | +22.2% | +9.6% |
| 1Y | +9.0% | -14.4% | +23.4% | +11.8% |
| 3Y | +63.0% | +70.1% | -7.1% | +31.1% |
| 5Y | +134.5% | +33.5% | +101.0% | +101.0% |
| All | +134.5% | +30.5% | +104.0% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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