+293.1%
AFL vs RVTY
+139.0%
+154.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | -3.3% | -7.4% | +4.1% | -1.8% |
| 30D | -5.0% | +4.5% | -9.5% | -6.0% |
| 3M | -1.8% | +19.5% | -21.2% | -5.7% |
| 6M | +4.8% | +34.1% | -29.3% | -2.4% |
| YTD | +5.4% | +25.3% | -19.8% | -0.9% |
| 1Y | +9.0% | +47.0% | -38.0% | -1.9% |
| 3Y | +63.0% | +14.1% | +48.9% | +51.4% |
| 5Y | +134.5% | -34.6% | +169.1% | +150.0% |
| All | +293.1% | +139.0% | +154.1% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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