+333.1%
RCL vs AFL
+303.3%
+29.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.3% |
| 7D | -1.9% | -1.6% | -0.3% | -0.3% |
| 30D | -15.5% | -4.0% | -11.5% | -12.2% |
| 3M | -9.7% | -0.5% | -9.2% | -9.8% |
| 6M | -8.7% | +6.5% | -15.3% | -16.0% |
| YTD | -5.8% | +6.2% | -11.9% | -13.4% |
| 1Y | -24.5% | +8.3% | -32.7% | -32.2% |
| 3Y | +173.9% | +62.5% | +111.4% | +49.6% |
| 5Y | +228.0% | +136.2% | +91.8% | +14.8% |
| All | +333.1% | +303.3% | +29.8% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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