+30.8%
RIO vs AFL
+18.6%
+12.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.9% |
| 7D | -1.6% | +2.9% | -4.5% | -0.7% |
| 30D | -11.6% | +11.5% | -23.1% | -8.4% |
| 3M | -12.7% | +0.6% | -13.3% | -12.4% |
| 6M | -12.4% | +11.7% | -24.1% | -10.5% |
| YTD | +11.0% | +15.4% | -4.4% | +11.4% |
| 1Y | +30.8% | +17.6% | +13.3% | +31.0% |
| All | +30.8% | +18.6% | +12.3% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling