+153.1%
AFL vs RL
+245.5%
-92.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.9% | +1.1% |
| 7D | +2.1% | +1.3% | +0.8% | +1.8% |
| 30D | +10.6% | +7.6% | +2.9% | +9.3% |
| 3M | +4.4% | -1.5% | +5.9% | +4.4% |
| 6M | +13.1% | +12.1% | +1.0% | +10.5% |
| YTD | +16.6% | +13.9% | +2.7% | +13.2% |
| 1Y | +13.8% | +20.7% | -6.8% | +9.3% |
| 3Y | +65.7% | +260.6% | -194.9% | +22.5% |
| 5Y | +153.1% | +248.9% | -95.7% | +87.0% |
| All | +153.1% | +245.5% | -92.4% | +87.0% |
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