+9,030.3%
ROL vs AFL
+18,874.7%
-9,844.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -1.4% | +0.6% | -2.0% | -1.6% |
| 30D | -4.1% | -6.2% | +2.1% | -2.5% |
| 3M | -22.5% | +2.2% | -24.7% | -23.0% |
| 6M | -37.7% | +5.3% | -42.9% | -38.5% |
| YTD | -39.6% | +8.0% | -47.5% | -40.8% |
| 1Y | -36.0% | +10.2% | -46.3% | -37.7% |
| 3Y | -5.1% | +67.1% | -72.2% | -17.5% |
| 5Y | -3.4% | +135.6% | -139.0% | -23.5% |
| 10Y | +215.2% | +299.4% | -84.1% | +109.2% |
| All | +9,030.3% | +18,874.7% | -9,844.4% | +3,005.9% |
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 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