-29.4%
AFRM vs VEU
+59.5%
-88.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -7.2% |
| 7D | -7.5% | +0.8% | -8.3% | -9.4% |
| 30D | -15.7% | -1.6% | -14.1% | -11.9% |
| 3M | -9.6% | -4.2% | -5.4% | +0.6% |
| 6M | +6.3% | -1.5% | +7.8% | +9.3% |
| YTD | -8.6% | +11.7% | -20.3% | -36.0% |
| 1Y | -7.6% | +15.6% | -23.2% | -41.2% |
| 3Y | +173.7% | +71.7% | +101.9% | -46.0% |
| 5Y | -56.9% | +49.5% | -106.4% | -84.7% |
| All | -29.4% | +59.5% | -88.9% | -77.2% |
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