+0.8%
ROL vs AFL
+63.4%
-62.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.9% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | -6.9% | -7.1% | +0.2% | -4.6% |
| 3M | -24.6% | +0.4% | -25.0% | -24.8% |
| 6M | -39.5% | +4.5% | -44.1% | -40.5% |
| YTD | -41.1% | +6.1% | -47.2% | -42.3% |
| 1Y | -37.9% | +10.6% | -48.5% | -40.0% |
| All | +0.8% | +63.4% | -62.6% | -9.8% |
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