+280.0%
RTX vs AFL
+300.4%
-20.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.0% | -3.3% | +1.3% | +0.1% |
| 30D | -11.2% | -5.0% | -6.2% | -8.4% |
| 3M | +12.0% | -1.8% | +13.8% | +13.0% |
| 6M | -3.6% | +4.8% | -8.4% | -6.9% |
| YTD | +9.2% | +5.4% | +3.8% | +4.8% |
| 1Y | +29.7% | +9.0% | +20.7% | +21.5% |
| 3Y | +152.0% | +63.0% | +88.9% | +74.8% |
| 5Y | +165.8% | +134.5% | +31.3% | +38.8% |
| All | +280.0% | +300.4% | -20.4% | +48.0% |
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