-4.4%
RMD vs AFL
+149.6%
-154.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +2.1% | +2.9% | -0.8% | +1.1% |
| 30D | +2.1% | +8.0% | -5.9% | -0.4% |
| 3M | +6.2% | +5.9% | +0.3% | +4.1% |
| 6M | +19.4% | +11.6% | +7.7% | +14.9% |
| YTD | +0.5% | +17.5% | -17.0% | -5.2% |
| 1Y | -3.9% | +13.3% | -17.2% | -8.2% |
| 3Y | +72.5% | +67.0% | +5.5% | +40.7% |
| All | -4.4% | +149.6% | -154.0% | -35.7% |
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