+295.8%
AFL vs RGEN
+415.7%
-119.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | -4.0% | -0.3% | -3.7% | -4.1% |
| 3M | -0.5% | +23.9% | -24.4% | -2.3% |
| 6M | +6.5% | +38.5% | -32.0% | +3.4% |
| YTD | +6.2% | +0.8% | +5.4% | +5.5% |
| 1Y | +8.3% | +38.2% | -29.9% | +4.6% |
| 3Y | +62.5% | +1.3% | +61.2% | +57.7% |
| 5Y | +136.2% | -44.0% | +180.2% | +135.2% |
| All | +295.8% | +415.7% | -119.9% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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