-38.3%
BAX vs AFL
+300.4%
-338.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -5.4% | -3.3% | -2.1% | -4.5% |
| 30D | -12.4% | -5.0% | -7.4% | -11.1% |
| 3M | +19.1% | -1.8% | +20.9% | +19.7% |
| 6M | +38.6% | +4.8% | +33.8% | +36.5% |
| YTD | +26.7% | +5.4% | +21.3% | +24.5% |
| 1Y | +1.0% | +9.0% | -8.0% | -1.7% |
| 3Y | -33.9% | +63.0% | -96.9% | -43.0% |
| 5Y | -67.0% | +134.5% | -201.5% | -74.5% |
| All | -38.3% | +300.4% | -338.8% | -54.8% |
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