+253.3%
XLE vs AFRM
-25.2%
+278.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -7.9% | -7.5% | -0.4% | -7.6% |
| 30D | -4.8% | -15.7% | +10.9% | -4.1% |
| 3M | +8.4% | -9.6% | +18.0% | +8.6% |
| 6M | +12.7% | +6.3% | +6.4% | +11.6% |
| YTD | +41.3% | -8.6% | +49.9% | +40.7% |
| 1Y | +42.3% | -7.6% | +49.9% | +41.4% |
| 3Y | +65.1% | +173.7% | -108.6% | +49.7% |
| 5Y | +150.2% | -56.9% | +207.1% | +124.3% |
| All | +253.3% | -25.2% | +278.4% | +208.1% |
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 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