+299.5%
AFL vs RBA
+189.2%
+110.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -2.1% | -1.9% | -0.2% | -1.7% |
| 30D | -5.4% | -13.0% | +7.5% | -2.3% |
| 3M | -0.3% | -23.1% | +22.9% | +5.6% |
| 6M | +5.2% | -22.6% | +27.8% | +10.9% |
| YTD | +5.7% | -20.4% | +26.1% | +10.1% |
| 1Y | +10.2% | -29.6% | +39.8% | +18.4% |
| 3Y | +63.4% | +26.6% | +36.9% | +47.6% |
| 5Y | +133.0% | +38.2% | +94.8% | +98.7% |
| 10Y | +299.5% | +194.7% | +104.8% | +136.4% |
| All | +299.5% | +189.2% | +110.4% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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