+5,735.8%
AFL vs RY
+11,573.6%
-5,837.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | +0.6% | +3.1% | -2.5% | -1.6% |
| 30D | -6.2% | -0.3% | -5.9% | -6.0% |
| 3M | +2.2% | +8.7% | -6.5% | -4.1% |
| 6M | +5.3% | +28.5% | -23.3% | -12.6% |
| YTD | +8.0% | +25.1% | -17.2% | -8.9% |
| 1Y | +10.2% | +46.3% | -36.1% | -17.1% |
| 3Y | +67.1% | +154.9% | -87.9% | -17.3% |
| 5Y | +135.6% | +140.3% | -4.7% | +20.7% |
| 10Y | +299.4% | +377.0% | -77.7% | +27.0% |
| All | +5,735.8% | +11,573.6% | -5,837.9% | +380.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling