-9.2%
AAL vs AFRM
-25.4%
+16.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -2.9% | -0.6% |
| 7D | +3.4% | -10.3% | +13.7% | +5.5% |
| 30D | +11.7% | -13.7% | +25.4% | +14.9% |
| 3M | -7.8% | -11.6% | +3.8% | -5.9% |
| 6M | +10.2% | +2.1% | +8.2% | +9.5% |
| YTD | -8.0% | -8.9% | +0.8% | -7.6% |
| 1Y | +8.5% | -9.7% | +18.3% | +9.0% |
| 3Y | +19.5% | +202.5% | -183.0% | -8.3% |
| 5Y | -33.9% | -55.3% | +21.4% | -51.5% |
| All | -9.2% | -25.4% | +16.2% | -34.9% |
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