+295.8%
AFL vs RRX
+228.4%
+67.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.3% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -4.0% | -6.1% | +2.1% | -2.4% |
| 3M | -0.5% | -23.1% | +22.5% | +5.3% |
| 6M | +6.5% | -19.5% | +26.1% | +9.1% |
| YTD | +6.2% | +16.1% | -9.9% | -4.7% |
| 1Y | +8.3% | +12.9% | -4.6% | -2.9% |
| 3Y | +62.5% | +7.9% | +54.6% | +38.1% |
| 5Y | +136.2% | +19.1% | +117.1% | +80.4% |
| All | +295.8% | +228.4% | +67.4% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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