+165.8%
RTX vs AFL
+131.0%
+34.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.0% | -3.3% | +1.3% | -0.7% |
| 30D | -11.2% | -5.0% | -6.2% | -9.4% |
| 3M | +12.0% | -1.8% | +13.8% | +12.7% |
| 6M | -3.6% | +4.8% | -8.4% | -5.7% |
| YTD | +9.2% | +5.4% | +3.8% | +6.4% |
| 1Y | +29.7% | +9.0% | +20.7% | +24.4% |
| 3Y | +152.0% | +63.0% | +88.9% | +97.3% |
| 5Y | +165.8% | +134.5% | +31.3% | +63.3% |
| All | +165.8% | +131.0% | +34.8% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling