-22.1%
BA vs AFL
+143.8%
-165.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.3% |
| 7D | +1.1% | +0.1% | +0.9% | +1.0% |
| 30D | -7.9% | +10.0% | -18.0% | -12.1% |
| 3M | -25.3% | -1.6% | -23.8% | -24.9% |
| 6M | -24.6% | +10.5% | -35.1% | -28.8% |
| YTD | -20.1% | +14.3% | -34.4% | -26.2% |
| 1Y | -11.8% | +11.4% | -23.1% | -17.4% |
| 3Y | -10.1% | +62.4% | -72.6% | -35.6% |
| All | -22.1% | +143.8% | -165.9% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling