+266.9%
XLE vs AFRM
-27.6%
+294.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.5% | +1.7% |
| 7D | +4.4% | -5.5% | +9.9% | +4.7% |
| 30D | -4.3% | -15.5% | +11.2% | -3.6% |
| 3M | +6.0% | -10.3% | +16.3% | +6.3% |
| 6M | +13.2% | +0.6% | +12.6% | +12.5% |
| YTD | +46.7% | -11.5% | +58.3% | +46.3% |
| 1Y | +46.6% | -16.6% | +63.2% | +46.5% |
| 3Y | +69.6% | +193.5% | -124.0% | +53.3% |
| 5Y | +166.5% | -55.8% | +222.3% | +139.1% |
| All | +266.9% | -27.6% | +294.5% | +220.5% |
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