+342.5%
AFL vs RRC
+73.1%
+269.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +2.9% | +6.4% | -3.5% | +2.1% |
| 30D | +8.0% | +23.9% | -15.9% | +5.0% |
| 3M | +5.9% | +30.2% | -24.3% | +2.3% |
| 6M | +11.6% | +26.3% | -14.6% | +8.1% |
| YTD | +17.5% | +48.1% | -30.5% | +11.3% |
| 1Y | +13.3% | +37.7% | -24.4% | +8.1% |
| 3Y | +67.0% | +60.3% | +6.7% | +54.6% |
| 5Y | +150.6% | +135.3% | +15.4% | +115.6% |
| All | +342.5% | +73.1% | +269.4% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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