+117.1%
AA vs RJF
+429.5%
-312.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -3.9% |
| 7D | -5.4% | -4.2% | -1.2% | -2.0% |
| 30D | -10.7% | -3.6% | -7.1% | -8.3% |
| 3M | -26.2% | +15.6% | -41.8% | -35.4% |
| 6M | -20.9% | +17.6% | -38.5% | -32.7% |
| YTD | -8.6% | +9.2% | -17.9% | -17.9% |
| 1Y | +57.4% | +5.5% | +51.9% | +45.3% |
| 3Y | +77.8% | +70.3% | +7.5% | +6.8% |
| 5Y | +2.7% | +106.0% | -103.3% | -48.2% |
| All | +117.1% | +429.5% | -312.4% | -47.4% |
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