+23.3%
BA vs AFL
+339.8%
-316.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.7% |
| 7D | -1.1% | +2.9% | -4.0% | -3.4% |
| 30D | -7.1% | +8.0% | -15.1% | -13.1% |
| 3M | -25.5% | +5.9% | -31.4% | -29.4% |
| 6M | -28.7% | +11.6% | -40.4% | -36.0% |
| YTD | -21.0% | +17.5% | -38.5% | -32.7% |
| 1Y | -11.9% | +13.3% | -25.1% | -22.6% |
| 3Y | -16.2% | +67.0% | -83.2% | -51.0% |
| 5Y | -22.4% | +150.6% | -173.0% | -70.2% |
| All | +23.3% | +339.8% | -316.4% | -68.6% |
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