+875.2%
BAX vs AFL
+20,558.3%
-19,683.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +0.1% | +2.9% | -2.8% | -0.5% |
| 30D | +4.1% | +8.0% | -3.9% | +2.3% |
| 3M | -4.5% | +5.9% | -10.5% | -5.8% |
| 6M | +49.2% | +11.6% | +37.6% | +45.5% |
| YTD | +35.2% | +17.5% | +17.7% | +30.4% |
| 1Y | +38.3% | +13.3% | +25.0% | +34.4% |
| 3Y | -19.0% | +67.0% | -86.1% | -28.0% |
| 5Y | -64.2% | +150.6% | -214.8% | -70.9% |
| 10Y | -35.7% | +343.1% | -378.8% | -55.1% |
| All | +875.2% | +20,558.3% | -19,683.1% | +127.5% |
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