+1,102.1%
BAC vs AFL
+20,558.3%
-19,456.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.5% |
| 7D | +3.2% | +2.9% | +0.4% | +1.5% |
| 30D | -0.7% | +8.0% | -8.7% | -5.4% |
| 3M | -20.0% | +5.9% | -25.9% | -23.0% |
| 6M | +3.4% | +11.6% | -8.2% | -3.9% |
| YTD | -5.7% | +17.5% | -23.3% | -15.4% |
| 1Y | -1.4% | +13.3% | -14.7% | -9.6% |
| 3Y | +97.9% | +67.0% | +30.9% | +40.0% |
| 5Y | +22.9% | +150.6% | -127.7% | -32.2% |
| 10Y | +235.3% | +343.1% | -107.7% | +28.8% |
| All | +1,102.1% | +20,558.3% | -19,456.2% | +26.0% |
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