+133.0%
AFL vs RVTY
-34.2%
+167.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | -0.1% |
| 7D | -2.1% | -5.4% | +3.3% | -1.5% |
| 30D | -5.4% | +6.7% | -12.2% | -6.2% |
| 3M | -0.3% | +19.0% | -19.3% | -2.4% |
| 6M | +5.2% | +34.6% | -29.4% | +1.0% |
| YTD | +5.7% | +28.3% | -22.6% | +1.7% |
| 1Y | +10.2% | +46.0% | -35.8% | +3.7% |
| 3Y | +63.4% | +16.9% | +46.5% | +56.8% |
| 5Y | +133.0% | -32.9% | +165.9% | +136.5% |
| All | +133.0% | -34.2% | +167.2% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling