+218.0%
XLE vs AFRM
-23.1%
+241.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.7% |
| 7D | +2.2% | -7.0% | +9.2% | +2.6% |
| 30D | +11.8% | -7.8% | +19.6% | +12.2% |
| 3M | +9.8% | +5.3% | +4.5% | +9.1% |
| 6M | +15.6% | +42.6% | -27.1% | +12.4% |
| YTD | +45.3% | -2.8% | +48.0% | +44.4% |
| 1Y | +48.3% | -19.3% | +67.6% | +48.6% |
| 3Y | +55.4% | +231.0% | -175.5% | +37.8% |
| All | +218.0% | -23.1% | +241.1% | +179.6% |
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