+299.5%
AFL vs RY
+372.5%
-73.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | +0.4% |
| 7D | -2.1% | -0.5% | -1.6% | -1.8% |
| 30D | -5.4% | -1.9% | -3.5% | -4.1% |
| 3M | -0.3% | +5.1% | -5.4% | -4.5% |
| 6M | +5.2% | +28.2% | -23.0% | -14.2% |
| YTD | +5.7% | +22.9% | -17.2% | -11.2% |
| 1Y | +10.2% | +45.5% | -35.3% | -19.5% |
| 3Y | +63.4% | +156.7% | -93.3% | -27.8% |
| 5Y | +133.0% | +137.7% | -4.7% | +8.3% |
| 10Y | +299.5% | +375.5% | -76.0% | +9.5% |
| All | +299.5% | +372.5% | -73.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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