+133.7%
AFL vs BRO
+17.6%
+116.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.6% | -7.3% | +5.7% | +1.2% |
| 30D | -4.0% | -6.9% | +2.8% | -1.5% |
| 3M | -0.5% | +10.7% | -11.2% | -5.0% |
| 6M | +6.5% | -2.7% | +9.2% | +6.7% |
| YTD | +6.2% | -16.3% | +22.5% | +12.8% |
| 1Y | +8.3% | -29.1% | +37.4% | +23.2% |
| 3Y | +62.5% | -7.8% | +70.4% | +66.3% |
| All | +133.7% | +17.6% | +116.1% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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