+392.9%
BAC vs AFL
+303.3%
+89.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.3% |
| 7D | 0.0% | -1.6% | +1.7% | +1.2% |
| 30D | -2.8% | -4.0% | +1.3% | 0.0% |
| 3M | +14.2% | -0.5% | +14.7% | +14.2% |
| 6M | +30.5% | +6.5% | +24.0% | +24.0% |
| YTD | +15.8% | +6.2% | +9.6% | +10.0% |
| 1Y | +26.2% | +8.3% | +17.9% | +17.7% |
| 3Y | +136.5% | +62.5% | +74.0% | +59.0% |
| 5Y | +75.9% | +136.2% | -60.2% | -11.4% |
| All | +392.9% | +303.3% | +89.6% | +72.1% |
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