+293.1%
AFL vs RCAT
-98.5%
+391.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -3.3% | -5.4% | +2.1% | -3.3% |
| 30D | -5.0% | -24.2% | +19.2% | -4.8% |
| 3M | -1.8% | -25.8% | +24.1% | -1.6% |
| 6M | +4.8% | -44.9% | +49.8% | +5.1% |
| YTD | +5.4% | +1.9% | +3.5% | +5.1% |
| 1Y | +9.0% | -5.2% | +14.1% | +8.5% |
| 3Y | +63.0% | +759.6% | -696.5% | +58.5% |
| 5Y | +134.5% | +187.5% | -53.0% | +128.6% |
| All | +293.1% | -98.5% | +391.6% | +263.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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