+53.6%
AON vs AFRM
-25.0%
+78.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +1.9% | -3.2% |
| 7D | -7.9% | -8.0% | +0.1% | -7.5% |
| 30D | -14.6% | -9.8% | -4.9% | -14.2% |
| 3M | -7.9% | +4.7% | -12.6% | -8.3% |
| 6M | -8.0% | +34.1% | -42.1% | -9.9% |
| YTD | -13.2% | -8.4% | -4.8% | -13.3% |
| 1Y | -16.4% | -22.9% | +6.5% | -16.0% |
| 3Y | -6.7% | +203.3% | -210.0% | -16.9% |
| 5Y | +8.0% | -26.0% | +34.0% | -4.3% |
| All | +53.6% | -25.0% | +78.6% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling