+295.8%
AFL vs RJF
+429.3%
-133.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.6% | -2.7% | +1.1% | -0.3% |
| 30D | -4.0% | -4.3% | +0.2% | -2.1% |
| 3M | -0.5% | +15.7% | -16.2% | -7.6% |
| 6M | +6.5% | +17.8% | -11.3% | -2.3% |
| YTD | +6.2% | +9.2% | -3.0% | +0.3% |
| 1Y | +8.3% | +2.8% | +5.5% | +5.0% |
| 3Y | +62.5% | +69.5% | -6.9% | +17.7% |
| 5Y | +136.2% | +105.9% | +30.2% | +48.8% |
| All | +295.8% | +429.3% | -133.4% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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