+133.7%
AFL vs RNG
-68.4%
+202.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.6% | -6.1% | +4.4% | -1.3% |
| 30D | -4.0% | +9.6% | -13.6% | -4.6% |
| 3M | -0.5% | +83.3% | -83.8% | -4.4% |
| 6M | +6.5% | +77.9% | -71.4% | +2.1% |
| YTD | +6.2% | +139.9% | -133.7% | -0.5% |
| 1Y | +8.3% | +121.7% | -113.4% | +1.8% |
| 3Y | +62.5% | +121.9% | -59.3% | +49.9% |
| All | +133.7% | -68.4% | +202.1% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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