+134.5%
AFL vs RJF
+101.5%
+33.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -3.3% | -4.2% | +0.9% | -1.8% |
| 30D | -5.0% | -3.6% | -1.4% | -3.8% |
| 3M | -1.8% | +15.6% | -17.4% | -7.0% |
| 6M | +4.8% | +17.6% | -12.8% | -1.7% |
| YTD | +5.4% | +9.2% | -3.8% | +1.0% |
| 1Y | +9.0% | +5.5% | +3.5% | +5.5% |
| 3Y | +63.0% | +70.3% | -7.3% | +25.4% |
| 5Y | +134.5% | +106.0% | +28.5% | +56.9% |
| All | +134.5% | +101.5% | +33.0% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling