+87.7%
RIO vs AFL
+62.4%
+25.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.2% |
| 7D | -3.4% | -3.3% | -0.1% | -3.1% |
| 30D | +0.6% | -5.0% | +5.6% | +1.0% |
| 3M | +2.5% | -1.8% | +4.3% | +2.3% |
| 6M | +10.8% | +4.8% | +5.9% | +9.1% |
| YTD | +30.5% | +5.4% | +25.0% | +28.0% |
| 1Y | +68.1% | +9.0% | +59.2% | +63.5% |
| All | +87.7% | +62.4% | +25.3% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling