+133.7%
AFL vs RSG
+89.9%
+43.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.4% |
| 7D | -1.6% | 0.0% | -1.7% | -1.7% |
| 30D | -4.0% | +4.0% | -8.0% | -5.6% |
| 3M | -0.5% | +7.4% | -7.9% | -3.7% |
| 6M | +6.5% | +0.1% | +6.4% | +6.1% |
| YTD | +6.2% | +6.0% | +0.2% | +2.8% |
| 1Y | +8.3% | -3.0% | +11.3% | +9.2% |
| 3Y | +62.5% | +56.5% | +6.0% | +33.7% |
| All | +133.7% | +89.9% | +43.9% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling