+47.9%
XEL vs AFRM
-25.2%
+73.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.1% | -7.5% | +8.6% | +1.1% |
| 30D | +8.7% | -15.7% | +24.4% | +8.9% |
| 3M | +3.5% | -9.6% | +13.1% | +3.6% |
| 6M | +2.6% | +6.3% | -3.7% | +2.4% |
| YTD | +11.1% | -8.6% | +19.7% | +11.0% |
| 1Y | +2.2% | -7.6% | +9.8% | +2.1% |
| 3Y | +51.1% | +173.7% | -122.5% | +47.1% |
| 5Y | +48.0% | -56.9% | +104.9% | +39.4% |
| All | +47.9% | -25.2% | +73.0% | +39.1% |
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