+2,359.7%
AFL vs RSG
+2,015.5%
+344.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.4% |
| 7D | -1.6% | 0.0% | -1.7% | -1.6% |
| 30D | -4.0% | +4.0% | -8.0% | -5.5% |
| 3M | -0.5% | +7.4% | -7.9% | -3.4% |
| 6M | +6.5% | +0.1% | +6.4% | +6.1% |
| YTD | +6.2% | +6.0% | +0.2% | +3.2% |
| 1Y | +8.3% | -3.0% | +11.3% | +8.9% |
| 3Y | +62.5% | +56.5% | +6.0% | +35.4% |
| 5Y | +136.2% | +90.9% | +45.2% | +80.6% |
| 10Y | +301.4% | +428.7% | -127.3% | +116.3% |
| All | +2,359.7% | +2,015.5% | +344.2% | +904.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling