-9.1%
AAL vs AFRM
-27.4%
+18.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.2% |
| 7D | +10.1% | -8.4% | +18.4% | +11.9% |
| 30D | +10.6% | -18.3% | +28.9% | +14.8% |
| 3M | -5.9% | -12.7% | +6.8% | -3.8% |
| 6M | +5.7% | +3.0% | +2.7% | +4.8% |
| YTD | -8.0% | -11.4% | +3.4% | -7.1% |
| 1Y | +6.0% | -13.3% | +19.3% | +7.3% |
| 3Y | +19.6% | +194.0% | -174.4% | -7.8% |
| 5Y | -34.6% | -50.6% | +16.0% | -51.8% |
| All | -9.1% | -27.4% | +18.3% | -34.5% |
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