+37.7%
XLC vs AFRM
-23.1%
+60.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.9% |
| 7D | -0.8% | -7.0% | +6.1% | 0.0% |
| 30D | +1.0% | -7.8% | +8.8% | +2.0% |
| 3M | -0.7% | +5.3% | -6.0% | -1.7% |
| 6M | -5.1% | +42.6% | -47.8% | -10.0% |
| YTD | -4.3% | -2.8% | -1.5% | -5.2% |
| 1Y | -0.6% | -19.3% | +18.7% | +0.1% |
| 3Y | +72.7% | +231.0% | -158.3% | +33.9% |
| All | +37.7% | -23.1% | +60.7% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling