+133.7%
AFL vs RY
+140.3%
-6.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.4% |
| 7D | -0.7% | +2.7% | -3.5% | -2.1% |
| 30D | -7.1% | -1.0% | -6.1% | -6.7% |
| 3M | +0.4% | +7.6% | -7.2% | -3.7% |
| 6M | +4.5% | +29.5% | -24.9% | -9.5% |
| YTD | +6.1% | +24.2% | -18.1% | -6.3% |
| 1Y | +10.6% | +46.4% | -35.8% | -11.4% |
| 3Y | +64.0% | +159.4% | -95.4% | -9.4% |
| 5Y | +133.7% | +141.8% | -8.1% | +33.3% |
| All | +133.7% | +140.3% | -6.6% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling