+661.1%
BX vs AFL
+303.3%
+357.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.1% |
| 7D | -5.6% | -1.6% | -4.0% | -4.7% |
| 30D | -12.2% | -4.0% | -8.2% | -10.2% |
| 3M | +7.4% | -0.5% | +7.9% | +7.2% |
| 6M | +22.2% | +6.5% | +15.6% | +16.7% |
| YTD | -14.0% | +6.2% | -20.2% | -17.9% |
| 1Y | -27.3% | +8.3% | -35.6% | -31.6% |
| 3Y | +24.5% | +62.5% | -38.0% | -9.9% |
| 5Y | +18.9% | +136.2% | -117.3% | -31.3% |
| All | +661.1% | +303.3% | +357.8% | +229.5% |
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