+41.6%
AA vs RJF
+326.9%
-285.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.4% |
| 7D | +0.5% | +3.6% | -3.1% | -2.3% |
| 30D | -0.6% | +7.2% | -7.8% | -6.4% |
| 3M | -19.7% | -6.5% | -13.2% | -15.8% |
| 6M | -41.6% | +10.3% | -51.9% | -47.3% |
| YTD | -24.6% | +6.5% | -31.1% | -31.2% |
| 1Y | +4.9% | +6.1% | -1.2% | -3.9% |
| 3Y | +66.8% | +74.9% | -8.1% | -2.7% |
| 5Y | -19.4% | +81.3% | -100.8% | -55.1% |
| All | +41.6% | +326.9% | -285.4% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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