+403.1%
AFL vs RNG
+301.7%
+101.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.6% | -6.1% | +4.4% | -1.2% |
| 30D | -4.0% | +9.6% | -13.6% | -4.7% |
| 3M | -0.5% | +83.3% | -83.8% | -5.1% |
| 6M | +6.5% | +77.9% | -71.4% | +1.4% |
| YTD | +6.2% | +139.9% | -133.7% | -1.8% |
| 1Y | +8.3% | +121.7% | -113.4% | +0.6% |
| 3Y | +62.5% | +121.9% | -59.3% | +48.2% |
| 5Y | +136.2% | -68.4% | +204.5% | +140.5% |
| 10Y | +301.4% | +220.0% | +81.4% | +205.9% |
| All | +403.1% | +301.7% | +101.4% | +274.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling