+39,814.5%
RMD vs AFL
+5,617.9%
+34,196.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -2.8% |
| 7D | -4.5% | -0.7% | -3.7% | -4.3% |
| 30D | +4.6% | -7.1% | +11.7% | +6.4% |
| 3M | +14.8% | +0.4% | +14.3% | +14.5% |
| 6M | -12.1% | +4.5% | -16.6% | -13.2% |
| YTD | -7.5% | +6.1% | -13.5% | -9.0% |
| 1Y | -20.1% | +10.6% | -30.6% | -22.2% |
| 3Y | +53.9% | +64.0% | -10.1% | +35.1% |
| 5Y | -22.2% | +133.7% | -155.9% | -37.5% |
| 10Y | +268.2% | +298.0% | -29.8% | +154.4% |
| All | +39,814.5% | +5,617.9% | +34,196.7% | +17,604.1% |
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 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