+47.8%
XEL vs AFRM
-27.4%
+75.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | 0.0% |
| 7D | +1.7% | -8.4% | +10.1% | +1.8% |
| 30D | +8.6% | -18.3% | +26.9% | +8.8% |
| 3M | +5.1% | -12.7% | +17.8% | +5.2% |
| 6M | +2.5% | +3.0% | -0.5% | +2.4% |
| YTD | +11.0% | -11.4% | +22.4% | +11.0% |
| 1Y | +2.7% | -13.3% | +16.1% | +2.8% |
| 3Y | +49.7% | +194.0% | -144.3% | +45.6% |
| 5Y | +46.1% | -50.6% | +96.7% | +38.0% |
| All | +47.8% | -27.4% | +75.2% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling