+1,218.2%
BE vs AFL
+131.0%
+1,087.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | +9.7% | -3.3% | +13.0% | +11.3% |
| 30D | +22.4% | -5.0% | +27.4% | +25.0% |
| 3M | +10.4% | -1.8% | +12.1% | +9.2% |
| 6M | +67.9% | +4.8% | +63.0% | +59.4% |
| YTD | +197.5% | +5.4% | +192.1% | +177.6% |
| 1Y | +310.6% | +9.0% | +301.6% | +269.8% |
| 3Y | +1,657.2% | +63.0% | +1,594.2% | +1,023.3% |
| 5Y | +1,218.2% | +134.5% | +1,083.7% | +500.4% |
| All | +1,218.2% | +131.0% | +1,087.2% | +500.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling