+34.1%
VWO vs AFRM
-25.2%
+59.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -1.7% | -8.5% | +6.8% | -1.1% |
| 30D | -0.3% | -11.4% | +11.1% | +0.5% |
| 3M | +4.0% | +8.2% | -4.3% | +3.1% |
| 6M | +8.1% | +36.6% | -28.5% | +5.2% |
| YTD | +11.6% | -8.7% | +20.3% | +11.5% |
| 1Y | +16.2% | -19.9% | +36.1% | +16.7% |
| 3Y | +63.3% | +202.6% | -139.3% | +42.3% |
| 5Y | +33.4% | -45.0% | +78.4% | +17.9% |
| All | +34.1% | -25.2% | +59.3% | +15.8% |
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