+26.3%
VWO vs AFRM
-28.4%
+54.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +2.0% | -4.4% | +6.4% | +2.3% |
| 30D | -4.3% | -7.7% | +3.4% | -3.7% |
| 3M | -6.4% | -16.9% | +10.5% | -5.3% |
| 6M | -5.6% | +2.5% | -8.1% | -6.2% |
| YTD | +5.2% | -12.5% | +17.7% | +5.3% |
| 1Y | +5.2% | -11.0% | +16.2% | +5.0% |
| 3Y | +55.5% | +184.6% | -129.1% | +36.8% |
| 5Y | +25.6% | -56.3% | +81.9% | +12.6% |
| All | +26.3% | -28.4% | +54.7% | +9.3% |
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