+13.6%
AON vs AFRM
-21.7%
+35.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -3.2% | +3.1% | -6.3% | -3.4% |
| 30D | -11.9% | -4.2% | -7.7% | -11.6% |
| 3M | -2.9% | +10.1% | -13.0% | -3.6% |
| 6M | -6.8% | +39.4% | -46.2% | -9.2% |
| YTD | -10.1% | -3.2% | -6.9% | -10.5% |
| 1Y | -14.2% | -16.1% | +1.8% | -14.2% |
| 3Y | -3.3% | +220.8% | -224.0% | -15.9% |
| 5Y | +13.6% | -17.7% | +31.3% | +0.2% |
| All | +13.6% | -21.7% | +35.4% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling