+133.0%
AFL vs RL
+233.3%
-100.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +0.1% |
| 7D | -2.1% | -0.3% | -1.9% | -2.1% |
| 30D | -5.4% | -17.5% | +12.1% | -2.8% |
| 3M | -0.3% | -14.0% | +13.7% | +1.7% |
| 6M | +5.2% | -2.0% | +7.2% | +4.7% |
| YTD | +5.7% | -4.6% | +10.3% | +5.4% |
| 1Y | +10.2% | +9.5% | +0.7% | +7.2% |
| 3Y | +63.4% | +200.5% | -137.1% | +24.9% |
| 5Y | +133.0% | +226.3% | -93.3% | +67.1% |
| All | +133.0% | +233.3% | -100.3% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling