+69.1%
VEA vs AFRM
-27.4%
+96.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.5% |
| 7D | 0.0% | -8.4% | +8.4% | +0.7% |
| 30D | -1.4% | -18.3% | +16.9% | +0.1% |
| 3M | -4.1% | -12.7% | +8.6% | -3.3% |
| 6M | -1.3% | +3.0% | -4.3% | -2.0% |
| YTD | +12.1% | -11.4% | +23.5% | +12.1% |
| 1Y | +16.1% | -13.3% | +29.4% | +16.1% |
| 3Y | +73.0% | +194.0% | -121.0% | +51.8% |
| 5Y | +55.1% | -50.6% | +105.7% | +36.0% |
| All | +69.1% | -27.4% | +96.5% | +45.0% |
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