+293.8%
RCL vs AFL
+151.4%
+142.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.5% | -3.6% |
| 7D | -0.2% | +0.2% | -0.4% | -0.4% |
| 30D | +14.4% | +8.6% | +5.7% | +8.1% |
| 3M | +5.2% | +5.3% | -0.2% | +1.3% |
| 6M | +26.1% | +10.0% | +16.1% | +17.0% |
| YTD | +17.4% | +16.5% | +0.8% | +3.7% |
| 1Y | +24.7% | +12.7% | +12.0% | +13.0% |
| 3Y | +250.9% | +65.5% | +185.5% | +122.7% |
| 5Y | +293.8% | +148.5% | +145.4% | +42.6% |
| All | +293.8% | +151.4% | +142.4% | +42.6% |
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