+129.7%
ROP vs AFL
+300.4%
-170.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -8.0% | -3.3% | -4.7% | -6.7% |
| 30D | -2.7% | -5.0% | +2.2% | -0.7% |
| 3M | +16.6% | -1.8% | +18.4% | +17.4% |
| 6M | +10.4% | +4.8% | +5.5% | +8.0% |
| YTD | -12.1% | +5.4% | -17.5% | -14.3% |
| 1Y | -23.6% | +9.0% | -32.6% | -26.7% |
| 3Y | -19.3% | +63.0% | -82.4% | -35.6% |
| 5Y | -15.4% | +134.5% | -149.9% | -43.1% |
| All | +129.7% | +300.4% | -170.7% | +22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling