+39.6%
XLC vs AFRM
-55.6%
+95.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +2.0% | -0.6% |
| 7D | +3.1% | -5.5% | +8.6% | +3.8% |
| 30D | -4.2% | -15.5% | +11.3% | -2.2% |
| 3M | -2.1% | -10.3% | +8.2% | -1.1% |
| 6M | -6.6% | +0.6% | -7.2% | -7.5% |
| YTD | -7.8% | -11.5% | +3.7% | -7.9% |
| 1Y | -4.1% | -16.6% | +12.5% | -3.6% |
| 3Y | +62.6% | +193.5% | -130.9% | +26.5% |
| 5Y | +39.6% | -55.8% | +95.4% | +17.9% |
| All | +39.6% | -55.6% | +95.2% | +17.9% |
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