+668.0%
BE vs AFL
+253.3%
+414.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.5% |
| 7D | +10.8% | +2.9% | +8.0% | +8.8% |
| 30D | -19.8% | +8.0% | -27.7% | -24.1% |
| 3M | -18.7% | +5.9% | -24.6% | -22.5% |
| 6M | -33.7% | +11.6% | -45.4% | -40.5% |
| YTD | +121.0% | +17.5% | +103.4% | +88.0% |
| 1Y | +85.4% | +13.3% | +72.1% | +61.5% |
| 3Y | +1,709.5% | +67.0% | +1,642.5% | +1,019.8% |
| 5Y | +462.2% | +150.6% | +311.6% | +149.6% |
| All | +668.0% | +253.3% | +414.6% | +114.2% |
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 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