Sahih al-Bukhari Book 62, Hadith 7
We used to compare the people as to who was better during the lifetime of Allah's Messenger (ﷺ) . We used
to regard Abu Bakr as the best, then `Umar, and then `Uthman .
Allah's Messenger (ﷺ) addressed the people saying, "Allah has given option to a slave to choose this world or what is with Him. The slave has chosen what is with Allah." Abu Bakr wept, and we were astonished at his weeping caused by what the Prophet (ﷺ) mentioned as to a Slave ( of Allah) who had been offered a choice, (we learned later on) that Allah's Messenger (ﷺ) himself was the person who was given the choice, and that Abu Bakr knew best of all of us. Allah's Messenger (ﷺ) added, "The person who has favored me most of all both with his company and wealth, is Abu Bakr. If I were to take a Khalil other than my Lord, I would have taken Abu Bakr as such, but (what relates us) is the Islamic brotherhood and friendliness. All the gates of the Mosque should be closed except the gate of Abu Bakr."
The Prophet (ﷺ) said, "If I were to take a Khalil, I would have taken Abu Bakr, but he is my brother and my companion (in Islam).