-24.9%
AFRM vs XLRE
+50.5%
-75.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -1.2% |
| 7D | -7.0% | -1.2% | -5.7% | -4.7% |
| 30D | -7.8% | -2.8% | -5.0% | -2.5% |
| 3M | +5.3% | -0.2% | +5.5% | +3.7% |
| 6M | +42.6% | +1.9% | +40.7% | +34.0% |
| YTD | -2.8% | +10.6% | -13.4% | -23.5% |
| 1Y | -19.3% | +8.8% | -28.1% | -35.0% |
| 3Y | +231.0% | +31.5% | +199.4% | +75.2% |
| 5Y | -22.2% | +6.6% | -28.8% | -23.0% |
| All | -24.9% | +50.5% | -75.4% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling