+120.2%
BKR vs AFL
+303.3%
-183.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.1% |
| 7D | -7.0% | -1.6% | -5.3% | -5.9% |
| 30D | -8.1% | -4.0% | -4.1% | -5.6% |
| 3M | -6.6% | -0.5% | -6.1% | -6.9% |
| 6M | +0.9% | +6.5% | -5.7% | -4.9% |
| YTD | +31.1% | +6.2% | +24.9% | +23.4% |
| 1Y | +27.7% | +8.3% | +19.4% | +18.0% |
| 3Y | +71.2% | +62.5% | +8.7% | +12.9% |
| 5Y | +177.6% | +136.2% | +41.5% | +33.4% |
| All | +120.2% | +303.3% | -183.1% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling