+50.5%
XEL vs AFRM
-28.4%
+78.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | +2.4% | -4.4% | +6.8% | +2.5% |
| 30D | +8.3% | -7.7% | +16.0% | +8.4% |
| 3M | +4.2% | -16.9% | +21.0% | +4.3% |
| 6M | +3.7% | +2.5% | +1.2% | +3.6% |
| YTD | +13.1% | -12.5% | +25.6% | +13.1% |
| 1Y | +5.0% | -11.0% | +16.0% | +5.0% |
| 3Y | +55.0% | +184.6% | -129.6% | +50.8% |
| 5Y | +51.8% | -56.3% | +108.1% | +43.1% |
| All | +50.5% | -28.4% | +78.9% | +41.6% |
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