+251.4%
XLE vs AFRM
-25.1%
+276.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | -12.0% | -7.3% | -4.7% | -11.7% |
| 30D | -2.7% | -9.6% | +6.8% | -2.4% |
| 3M | +6.6% | -11.1% | +17.6% | +7.0% |
| 6M | +9.5% | +3.9% | +5.7% | +8.7% |
| YTD | +40.6% | -8.5% | +49.0% | +39.9% |
| 1Y | +43.6% | +3.3% | +40.3% | +41.7% |
| 3Y | +58.1% | +213.7% | -155.6% | +42.3% |
| 5Y | +152.2% | -58.5% | +210.7% | +126.2% |
| All | +251.4% | -25.1% | +276.5% | +206.5% |
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