+134.5%
AFL vs RGEN
-44.2%
+178.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.3% | -2.9% | -0.4% | -3.1% |
| 30D | -5.0% | -0.1% | -4.9% | -5.0% |
| 3M | -1.8% | +25.9% | -27.7% | -3.3% |
| 6M | +4.8% | +35.2% | -30.4% | +2.5% |
| YTD | +5.4% | +0.5% | +4.9% | +5.0% |
| 1Y | +9.0% | +37.0% | -28.0% | +5.9% |
| 3Y | +63.0% | +2.0% | +61.0% | +58.9% |
| 5Y | +134.5% | -44.2% | +178.7% | +115.1% |
| All | +134.5% | -44.2% | +178.7% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling