-15.2%
AAL vs AFRM
-28.4%
+13.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.8% |
| 7D | -0.1% | -4.4% | +4.3% | +0.8% |
| 30D | +11.7% | -7.7% | +19.4% | +13.4% |
| 3M | -12.5% | -16.9% | +4.3% | -9.7% |
| 6M | +3.6% | +2.5% | +1.1% | +2.9% |
| YTD | -14.1% | -12.5% | -1.6% | -13.0% |
| 1Y | +0.8% | -11.0% | +11.8% | +1.6% |
| 3Y | +11.8% | +184.6% | -172.8% | -13.3% |
| 5Y | -35.1% | -56.3% | +21.2% | -52.0% |
| All | -15.2% | -28.4% | +13.2% | -38.7% |
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