+1,115.0%
RSP vs AFL
+1,071.0%
+44.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | -0.4% | -0.7% | +0.3% | -0.1% |
| 30D | -1.5% | -7.1% | +5.6% | +1.3% |
| 3M | +4.8% | +0.4% | +4.4% | +4.4% |
| 6M | +10.3% | +4.5% | +5.7% | +7.9% |
| YTD | +14.1% | +6.1% | +8.0% | +10.8% |
| 1Y | +17.0% | +10.6% | +6.5% | +11.6% |
| 3Y | +54.2% | +64.0% | -9.8% | +23.7% |
| 5Y | +51.5% | +133.7% | -82.2% | +4.7% |
| 10Y | +204.4% | +298.0% | -93.6% | +65.5% |
| All | +1,115.0% | +1,071.0% | +44.0% | +314.8% |
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 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