+31.3%
BIL vs AFL
+679.5%
-648.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | 0.0% |
| 7D | +0.1% | +2.9% | -2.8% | +0.1% |
| 30D | +0.3% | +8.0% | -7.6% | +0.4% |
| 3M | +1.0% | +5.9% | -5.0% | +1.0% |
| 6M | +1.9% | +11.6% | -9.8% | +1.9% |
| YTD | +3.2% | +17.5% | -14.4% | +3.2% |
| 1Y | +3.7% | +13.3% | -9.6% | +3.7% |
| 3Y | +13.8% | +67.0% | -53.2% | +13.9% |
| 5Y | +20.3% | +150.6% | -130.4% | +20.4% |
| 10Y | +26.2% | +343.1% | -316.9% | +26.5% |
| All | +31.3% | +679.5% | -648.2% | +31.6% |
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