+72.3%
BA vs AFL
+294.8%
-222.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.7% |
| 7D | +2.5% | -0.7% | +3.2% | +3.1% |
| 30D | -10.1% | -7.1% | -3.0% | -4.6% |
| 3M | -2.4% | +0.4% | -2.8% | -3.5% |
| 6M | -8.8% | +4.5% | -13.4% | -13.4% |
| YTD | -2.9% | +6.1% | -9.0% | -9.5% |
| 1Y | -8.8% | +10.6% | -19.3% | -18.5% |
| 3Y | -0.3% | +64.0% | -64.3% | -41.3% |
| 5Y | -0.3% | +133.7% | -134.0% | -59.5% |
| 10Y | +72.3% | +298.0% | -225.7% | -52.4% |
| All | +72.3% | +294.8% | -222.4% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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