+261.4%
XLE vs AFRM
-25.4%
+286.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.7% |
| 7D | -0.2% | -10.3% | +10.0% | +0.3% |
| 30D | -4.0% | -13.7% | +9.7% | -3.4% |
| 3M | +4.6% | -11.6% | +16.2% | +5.0% |
| 6M | +12.3% | +2.1% | +10.2% | +11.5% |
| YTD | +44.5% | -8.9% | +53.4% | +43.9% |
| 1Y | +42.4% | -9.7% | +52.1% | +41.7% |
| 3Y | +67.0% | +202.5% | -135.4% | +50.8% |
| 5Y | +161.9% | -55.3% | +217.2% | +134.7% |
| All | +261.4% | -25.4% | +286.8% | +215.3% |
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