+341.3%
AFL vs RL
+347.1%
-5.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | +1.4% | -4.4% | +5.8% | +2.4% |
| 30D | +9.7% | +5.6% | +4.1% | +8.0% |
| 3M | +5.5% | -0.6% | +6.2% | +5.3% |
| 6M | +11.2% | +15.5% | -4.3% | +6.0% |
| YTD | +17.1% | +12.3% | +4.7% | +11.5% |
| 1Y | +14.0% | +19.3% | -5.3% | +6.7% |
| 3Y | +66.3% | +255.5% | -189.3% | +7.8% |
| 5Y | +152.7% | +247.1% | -94.4% | +59.4% |
| 10Y | +341.3% | +346.0% | -4.7% | +131.8% |
| All | +341.3% | +347.1% | -5.8% | +131.8% |
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