+23.2%
NEE vs AFRM
-25.2%
+48.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.2% | -7.5% | +9.7% | +2.5% |
| 30D | +12.3% | -15.7% | +28.0% | +13.1% |
| 3M | +3.4% | -9.6% | +13.0% | +3.7% |
| 6M | -5.3% | +6.3% | -11.6% | -5.9% |
| YTD | +10.6% | -8.6% | +19.2% | +10.3% |
| 1Y | +6.5% | -7.6% | +14.1% | +6.1% |
| 3Y | +73.5% | +173.7% | -100.1% | +57.4% |
| 5Y | +17.0% | -56.9% | +73.9% | +7.0% |
| All | +23.2% | -25.2% | +48.4% | +9.5% |
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 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