+141.3%
BP vs AFL
+131.0%
+10.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +5.7% | -3.3% | +9.0% | +7.1% |
| 30D | +8.1% | -5.0% | +13.1% | +10.1% |
| 3M | +8.6% | -1.8% | +10.4% | +9.0% |
| 6M | +18.1% | +4.8% | +13.3% | +15.2% |
| YTD | +37.6% | +5.4% | +32.2% | +33.4% |
| 1Y | +39.4% | +9.0% | +30.4% | +32.9% |
| 3Y | +40.1% | +63.0% | -23.0% | +3.6% |
| 5Y | +141.3% | +134.5% | +6.8% | +32.7% |
| All | +141.3% | +131.0% | +10.4% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling