+275.1%
BLK vs AFL
+303.3%
-28.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | -3.3% | -1.6% | -1.7% | -2.4% |
| 30D | -6.5% | -4.0% | -2.5% | -4.4% |
| 3M | +6.7% | -0.5% | +7.3% | +6.7% |
| 6M | +14.7% | +6.5% | +8.2% | +10.0% |
| YTD | +2.5% | +6.2% | -3.6% | -1.8% |
| 1Y | -2.8% | +8.3% | -11.1% | -8.1% |
| 3Y | +65.9% | +62.5% | +3.3% | +20.8% |
| 5Y | +33.0% | +136.2% | -103.2% | -22.9% |
| All | +275.1% | +303.3% | -28.2% | +58.5% |
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 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