+20,851.3%
AFL vs RRC
+1,510.8%
+19,340.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 3M | +5.9% | +30.2% | -24.3% | +2.5% |
| 6M | +11.6% | +26.3% | -14.6% | +8.3% |
| YTD | +17.5% | +48.1% | -30.5% | +11.7% |
| 1Y | +13.3% | +37.7% | -24.4% | +8.4% |
| 3Y | +67.0% | +60.3% | +6.7% | +55.5% |
| 5Y | +150.6% | +135.3% | +15.4% | +117.6% |
| 10Y | +343.1% | +73.3% | +269.7% | +256.5% |
| All | +20,851.3% | +1,510.8% | +19,340.5% | +14,224.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling