+47.0%
XEL vs AFRM
-25.1%
+72.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.8% |
| 7D | -0.2% | -7.3% | +7.1% | -0.1% |
| 30D | +10.0% | -9.6% | +19.6% | +10.1% |
| 3M | +4.3% | -11.1% | +15.4% | +4.4% |
| 6M | +0.5% | +3.9% | -3.4% | +0.3% |
| YTD | +10.4% | -8.5% | +18.9% | +10.3% |
| 1Y | +2.0% | +3.3% | -1.3% | +1.8% |
| 3Y | +45.6% | +213.7% | -168.2% | +41.4% |
| 5Y | +46.6% | -58.5% | +105.2% | +38.0% |
| All | +47.0% | -25.1% | +72.0% | +38.2% |
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 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