+1,726.2%
BE vs AFL
+63.5%
+1,662.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +6.6% |
| 7D | +9.0% | -1.6% | +10.7% | +9.2% |
| 30D | +16.3% | -4.0% | +20.3% | +16.6% |
| 3M | +10.8% | -0.5% | +11.3% | +9.5% |
| 6M | +73.2% | +6.5% | +66.7% | +67.5% |
| YTD | +217.4% | +6.2% | +211.2% | +204.1% |
| 1Y | +309.8% | +8.3% | +301.5% | +285.4% |
| 3Y | +1,726.2% | +62.5% | +1,663.6% | +1,067.8% |
| All | +1,726.2% | +63.5% | +1,662.6% | +1,067.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling