-25.2%
AFRM vs VEU
+68.1%
-93.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.7% |
| 7D | +3.1% | +1.7% | +1.4% | -1.3% |
| 30D | -4.2% | +1.0% | -5.2% | -6.6% |
| 3M | +10.1% | +5.6% | +4.5% | -5.1% |
| 6M | +39.4% | +13.7% | +25.8% | -3.1% |
| YTD | -3.2% | +17.7% | -20.9% | -40.6% |
| 1Y | -16.1% | +25.8% | -41.8% | -57.4% |
| 3Y | +220.8% | +77.1% | +143.7% | -39.4% |
| 5Y | -17.7% | +57.1% | -74.8% | -74.2% |
| All | -25.2% | +68.1% | -93.3% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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