+6,118.4%
RIO vs AFL
+21,350.9%
-15,232.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +1.2% |
| 7D | +1.9% | -0.7% | +2.7% | +2.2% |
| 30D | +5.0% | -7.1% | +12.1% | +7.8% |
| 3M | +5.1% | +0.4% | +4.7% | +4.5% |
| 6M | +17.6% | +4.5% | +13.1% | +14.8% |
| YTD | +36.3% | +6.1% | +30.2% | +31.9% |
| 1Y | +71.2% | +10.6% | +60.6% | +62.6% |
| 3Y | +102.7% | +64.0% | +38.7% | +62.2% |
| 5Y | +99.6% | +133.7% | -34.2% | +38.2% |
| 10Y | +603.1% | +298.0% | +305.1% | +283.6% |
| All | +6,118.4% | +21,350.9% | -15,232.5% | +1,534.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling