-32.4%
AFRM vs VEU
+58.4%
-90.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -4.4% | +2.1% | -6.5% | -9.6% |
| 30D | -7.7% | -0.9% | -6.7% | -5.4% |
| 3M | -16.9% | -5.4% | -11.5% | -4.3% |
| 6M | +2.5% | -1.8% | +4.3% | +6.5% |
| YTD | -12.5% | +10.9% | -23.5% | -37.6% |
| 1Y | -11.0% | +13.6% | -24.6% | -40.6% |
| 3Y | +184.6% | +69.3% | +115.3% | -41.3% |
| 5Y | -56.3% | +48.1% | -104.4% | -84.1% |
| All | -32.4% | +58.4% | -90.8% | -77.8% |
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