-8.8%
AAL vs AFRM
-25.2%
+16.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.6% | +7.5% |
| 7D | +8.3% | -7.5% | +15.8% | +9.9% |
| 30D | +11.0% | -15.7% | +26.7% | +14.6% |
| 3M | -11.2% | -9.6% | -1.6% | -9.7% |
| 6M | +6.1% | +6.3% | -0.2% | +4.6% |
| YTD | -7.6% | -8.6% | +1.0% | -7.3% |
| 1Y | +3.7% | -7.6% | +11.3% | +3.8% |
| 3Y | +20.5% | +173.7% | -153.1% | -6.2% |
| 5Y | -36.4% | -56.9% | +20.5% | -53.4% |
| All | -8.8% | -25.2% | +16.3% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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