+17.6%
AFL vs RSG
+19.5%
-2.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | +2.9% | +5.1% | -2.2% | +1.6% |
| 30D | +11.5% | +15.3% | -3.8% | +7.7% |
| 3M | +0.6% | +18.6% | -17.9% | -3.3% |
| 6M | +11.7% | +19.5% | -7.9% | +7.3% |
| YTD | +15.4% | +17.2% | -1.8% | +10.2% |
| 1Y | +17.6% | +19.6% | -2.0% | +12.9% |
| All | +17.6% | +19.5% | -2.0% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling