+157.7%
AFL vs RVMD
+622.3%
-464.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.6% | -3.0% | +1.3% | -1.3% |
| 30D | -4.0% | -0.7% | -3.3% | -4.0% |
| 3M | -0.5% | +36.5% | -37.1% | -3.8% |
| 6M | +6.5% | +104.6% | -98.1% | -2.4% |
| YTD | +6.2% | +155.8% | -149.7% | -6.0% |
| 1Y | +8.3% | +340.7% | -332.4% | -10.5% |
| 3Y | +62.5% | +519.9% | -457.4% | +23.9% |
| 5Y | +136.2% | +584.9% | -448.8% | +67.6% |
| All | +157.7% | +622.3% | -464.7% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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