+1,376.8%
BAC vs AFL
+18,874.7%
-17,497.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | +1.1% | +0.6% | +0.5% | +0.7% |
| 30D | -0.4% | -6.2% | +5.8% | +3.5% |
| 3M | +16.9% | +2.2% | +14.7% | +15.0% |
| 6M | +26.6% | +5.3% | +21.3% | +22.1% |
| YTD | +15.8% | +8.0% | +7.8% | +9.7% |
| 1Y | +27.2% | +10.2% | +16.9% | +18.7% |
| 3Y | +132.4% | +67.1% | +65.3% | +64.8% |
| 5Y | +72.6% | +135.6% | -63.0% | -0.9% |
| 10Y | +389.7% | +299.4% | +90.4% | +101.0% |
| All | +1,376.8% | +18,874.7% | -17,497.8% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling