+227.1%
RCL vs AFL
+133.0%
+94.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -2.2% | -2.1% | -0.1% | -0.8% |
| 30D | -15.7% | -5.4% | -10.2% | -12.5% |
| 3M | -8.0% | -0.3% | -7.7% | -8.3% |
| 6M | -10.1% | +5.2% | -15.3% | -14.5% |
| YTD | -5.9% | +5.7% | -11.6% | -11.0% |
| 1Y | -23.5% | +10.2% | -33.7% | -30.1% |
| 3Y | +174.4% | +63.4% | +111.0% | +71.3% |
| 5Y | +227.1% | +133.0% | +94.1% | +30.1% |
| All | +227.1% | +133.0% | +94.1% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling