+338.6%
AFL vs RL
+342.1%
-3.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.3% |
| 7D | +0.2% | +2.4% | -2.1% | -0.4% |
| 30D | +8.6% | +4.6% | +4.1% | +7.2% |
| 3M | +5.3% | -1.1% | +6.4% | +5.2% |
| 6M | +10.0% | +16.5% | -6.5% | +4.6% |
| YTD | +16.5% | +11.4% | +5.1% | +11.2% |
| 1Y | +12.7% | +16.1% | -3.4% | +6.2% |
| 3Y | +65.5% | +252.6% | -187.1% | +7.5% |
| 5Y | +148.5% | +244.9% | -96.4% | +56.9% |
| All | +338.6% | +342.1% | -3.5% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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