-19.9%
AFRM vs XLRE
+6.3%
-26.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -8.5% | -2.7% | -5.8% | -7.2% |
| 30D | -11.4% | -2.3% | -9.0% | -10.1% |
| 3M | +8.2% | -3.5% | +11.7% | +10.1% |
| 6M | +36.6% | +1.9% | +34.7% | +31.7% |
| YTD | -8.7% | +8.3% | -17.0% | -14.1% |
| 1Y | -19.9% | +6.4% | -26.3% | -25.0% |
| All | -19.9% | +6.3% | -26.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling