+142.2%
BP vs AFL
+339.8%
-197.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | +3.8% | +2.9% | +0.9% | +2.1% |
| 30D | -5.3% | +8.0% | -13.2% | -9.7% |
| 3M | +9.3% | +5.9% | +3.3% | +5.2% |
| 6M | +7.2% | +11.6% | -4.4% | -0.3% |
| YTD | +38.0% | +17.5% | +20.5% | +23.4% |
| 1Y | +33.2% | +13.3% | +19.9% | +21.8% |
| 3Y | +50.3% | +67.0% | -16.7% | +2.8% |
| 5Y | +114.1% | +150.6% | -36.6% | +8.6% |
| All | +142.2% | +339.8% | -197.6% | -12.3% |
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