+40.7%
XEL vs AFRM
-20.7%
+61.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +1.3% | +3.1% | -1.8% | +1.3% |
| 30D | -1.5% | -4.2% | +2.7% | -1.5% |
| 3M | -0.2% | +10.1% | -10.3% | -0.4% |
| 6M | -5.4% | +39.4% | -44.9% | -5.9% |
| YTD | +5.6% | -3.2% | +8.8% | +5.6% |
| 1Y | +10.5% | -16.1% | +26.5% | +10.5% |
| 3Y | +49.2% | +220.8% | -171.6% | +44.8% |
| 5Y | +30.1% | -17.7% | +47.8% | +23.9% |
| All | +40.7% | -20.7% | +61.4% | +32.2% |
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