+75.8%
BND vs AFL
+658.5%
-582.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -0.1% | -2.1% | +2.0% | -0.1% |
| 30D | -0.2% | -5.4% | +5.2% | -0.3% |
| 3M | -0.7% | -0.3% | -0.4% | -0.7% |
| 6M | -1.7% | +5.2% | -6.9% | -1.6% |
| YTD | -0.5% | +5.7% | -6.2% | -0.5% |
| 1Y | +0.4% | +10.2% | -9.9% | +0.4% |
| 3Y | +13.1% | +63.4% | -50.3% | +13.4% |
| 5Y | -2.1% | +133.0% | -135.1% | -1.7% |
| 10Y | +15.7% | +299.5% | -283.8% | +16.6% |
| All | +75.8% | +658.5% | -582.7% | +76.0% |
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