+133.7%
AFL vs RBA
+44.6%
+89.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -1.5% |
| 7D | -0.7% | -1.1% | +0.3% | -0.6% |
| 30D | -7.1% | -13.2% | +6.1% | -5.3% |
| 3M | +0.4% | -21.4% | +21.8% | +3.4% |
| 6M | +4.5% | -20.9% | +25.4% | +7.4% |
| YTD | +6.1% | -19.9% | +25.9% | +8.4% |
| 1Y | +10.6% | -28.7% | +39.2% | +15.1% |
| 3Y | +64.0% | +27.4% | +36.6% | +55.7% |
| 5Y | +133.7% | +41.7% | +92.0% | +116.1% |
| All | +133.7% | +44.6% | +89.1% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling