+148.5%
AFL vs RRC
+132.2%
+16.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +0.2% | +2.5% | -2.3% | -0.1% |
| 30D | +8.6% | +21.1% | -12.5% | +5.8% |
| 3M | +5.3% | +28.4% | -23.1% | +1.8% |
| 6M | +10.0% | +26.5% | -16.4% | +6.4% |
| YTD | +16.5% | +47.0% | -30.5% | +10.0% |
| 1Y | +12.7% | +35.2% | -22.5% | +7.5% |
| 3Y | +65.5% | +61.0% | +4.5% | +52.0% |
| 5Y | +148.5% | +133.6% | +14.9% | +121.8% |
| All | +148.5% | +132.2% | +16.3% | +121.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling