+342.5%
AFL vs RVTY
+211.6%
+130.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.2% |
| 7D | +2.9% | -0.5% | +3.3% | +2.9% |
| 30D | +8.0% | +1.5% | +6.4% | +7.4% |
| 3M | +5.9% | +31.5% | -25.5% | -0.3% |
| 6M | +11.6% | +62.7% | -51.0% | +0.1% |
| YTD | +17.5% | +60.0% | -42.4% | +4.7% |
| 1Y | +13.3% | +65.7% | -52.4% | -0.1% |
| 3Y | +67.0% | +85.2% | -18.2% | +38.4% |
| 5Y | +150.6% | -14.9% | +165.5% | +152.1% |
| All | +342.5% | +211.6% | +130.9% | +183.5% |
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