-58.3%
AFRM vs VEU
+45.1%
-103.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.7% |
| 7D | -7.3% | -1.6% | -5.7% | -3.0% |
| 30D | -9.6% | -4.3% | -5.2% | +2.2% |
| 3M | -11.1% | -5.8% | -5.2% | +4.2% |
| 6M | +3.9% | -4.4% | +8.2% | +15.3% |
| YTD | -8.5% | +8.7% | -17.1% | -32.3% |
| 1Y | +3.3% | +12.6% | -9.4% | -31.3% |
| 3Y | +213.7% | +65.2% | +148.5% | -39.1% |
| All | -58.3% | +45.1% | -103.4% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling