+18,693.9%
AFL vs RRX
+3,748.6%
+14,945.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.4% |
| 7D | -3.3% | -3.7% | +0.5% | -2.1% |
| 30D | -5.0% | -9.3% | +4.3% | -2.0% |
| 3M | -1.8% | -21.8% | +20.0% | +4.3% |
| 6M | +4.8% | -22.0% | +26.9% | +9.2% |
| YTD | +5.4% | +11.9% | -6.5% | -4.0% |
| 1Y | +9.0% | +11.6% | -2.6% | -1.7% |
| 3Y | +63.0% | +2.2% | +60.9% | +41.1% |
| 5Y | +134.5% | +14.9% | +119.6% | +86.9% |
| 10Y | +298.6% | +214.2% | +84.4% | +113.4% |
| All | +18,693.9% | +3,748.6% | +14,945.3% | +7,309.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling