+18.9%
NEE vs AFRM
-20.7%
+39.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +1.1% | +3.1% | -2.0% | +0.9% |
| 30D | -0.2% | -4.2% | +4.0% | -0.1% |
| 3M | +0.5% | +10.1% | -9.6% | -0.1% |
| 6M | -6.5% | +39.4% | -45.9% | -8.4% |
| YTD | +6.7% | -3.2% | +9.9% | +6.3% |
| 1Y | +23.6% | -16.1% | +39.7% | +23.7% |
| 3Y | +37.1% | +220.8% | -183.7% | +22.9% |
| 5Y | +10.9% | -17.7% | +28.6% | -1.1% |
| All | +18.9% | -20.7% | +39.6% | +5.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling