-24.9%
AFRM vs VEU
+68.7%
-93.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.2% | -4.0% |
| 7D | -7.0% | +1.1% | -8.1% | -9.6% |
| 30D | -7.8% | +2.2% | -10.0% | -12.9% |
| 3M | +5.3% | +3.0% | +2.3% | -2.8% |
| 6M | +42.6% | +10.9% | +31.8% | +5.9% |
| YTD | -2.8% | +18.2% | -21.0% | -41.0% |
| 1Y | -19.3% | +28.3% | -47.6% | -61.3% |
| 3Y | +231.0% | +74.6% | +156.3% | -34.6% |
| 5Y | -22.2% | +56.4% | -78.6% | -75.5% |
| All | -24.9% | +68.7% | -93.7% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling