+4.7%
ROL vs AFL
+67.6%
-63.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.2% |
| 7D | +3.0% | +2.9% | +0.1% | +1.9% |
| 30D | +19.8% | +8.0% | +11.8% | +16.6% |
| 3M | +7.9% | +5.9% | +2.0% | +5.7% |
| 6M | -25.6% | +11.6% | -37.3% | -28.5% |
| YTD | -34.1% | +17.5% | -51.7% | -37.7% |
| 1Y | -31.4% | +13.3% | -44.7% | -34.4% |
| 3Y | +4.7% | +67.0% | -62.3% | -3.4% |
| All | +4.7% | +67.6% | -63.0% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling