-33.9%
AAL vs AFRM
-58.9%
+25.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -2.9% | -0.7% |
| 7D | +3.4% | -10.3% | +13.7% | +6.0% |
| 30D | +11.7% | -13.7% | +25.4% | +15.5% |
| 3M | -7.8% | -11.6% | +3.8% | -5.6% |
| 6M | +10.2% | +2.1% | +8.2% | +9.3% |
| 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% | -16.0% |
| 5Y | -33.9% | -55.3% | +21.4% | -48.2% |
| All | -33.9% | -58.9% | +25.1% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling