-33.1%
BAX vs AFL
+339.8%
-372.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +0.1% | +2.9% | -2.8% | -0.8% |
| 30D | +4.1% | +8.0% | -3.9% | +1.6% |
| 3M | -4.5% | +5.9% | -10.5% | -6.3% |
| 6M | +49.2% | +11.6% | +37.6% | +44.1% |
| YTD | +35.2% | +17.5% | +17.7% | +28.5% |
| 1Y | +38.3% | +13.3% | +25.0% | +32.9% |
| 3Y | -19.0% | +67.0% | -86.1% | -30.8% |
| 5Y | -64.2% | +150.6% | -214.8% | -72.9% |
| All | -33.1% | +339.8% | -372.9% | -53.2% |
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