+1,008.9%
BE vs AFL
+218.9%
+790.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.7% | +11.4% | +10.8% |
| 7D | +29.8% | -0.7% | +30.5% | +30.3% |
| 30D | +26.4% | -7.1% | +33.5% | +32.5% |
| 3M | +9.3% | +0.4% | +8.9% | +6.4% |
| 6M | +105.1% | +4.5% | +100.5% | +92.9% |
| YTD | +219.0% | +6.1% | +213.0% | +192.8% |
| 1Y | +418.8% | +10.6% | +408.2% | +355.6% |
| 3Y | +1,784.6% | +64.0% | +1,720.5% | +1,080.4% |
| 5Y | +1,251.0% | +133.7% | +1,117.2% | +530.3% |
| All | +1,008.9% | +218.9% | +790.0% | +233.5% |
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