+92.0%
RIO vs AFL
+131.0%
-38.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -3.4% | -3.3% | -0.1% | -2.3% |
| 30D | +0.6% | -5.0% | +5.6% | +2.1% |
| 3M | +2.5% | -1.8% | +4.3% | +2.6% |
| 6M | +10.8% | +4.8% | +5.9% | +7.8% |
| YTD | +30.5% | +5.4% | +25.0% | +26.2% |
| 1Y | +68.1% | +9.0% | +59.2% | +60.0% |
| 3Y | +94.0% | +63.0% | +31.0% | +46.3% |
| 5Y | +92.0% | +134.5% | -42.5% | +10.1% |
| All | +92.0% | +131.0% | -38.9% | +10.1% |
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