+558.9%
RMBS vs AFL
+303.3%
+255.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | +1.8% | -1.6% | +3.4% | +2.5% |
| 30D | -13.9% | -4.0% | -9.9% | -12.5% |
| 3M | -39.8% | -0.5% | -39.3% | -40.3% |
| 6M | -6.0% | +6.5% | -12.5% | -10.2% |
| YTD | -5.4% | +6.2% | -11.5% | -9.7% |
| 1Y | -1.8% | +8.3% | -10.1% | -7.7% |
| 3Y | +53.7% | +62.5% | -8.9% | +15.5% |
| 5Y | +268.5% | +136.2% | +132.4% | +125.1% |
| All | +558.9% | +303.3% | +255.6% | +198.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling