+263.2%
XLE vs AFRM
-20.4%
+283.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.7% |
| 7D | +2.2% | -7.0% | +9.2% | +2.5% |
| 30D | +11.8% | -7.8% | +19.6% | +12.2% |
| 3M | +9.8% | +5.3% | +4.5% | +9.2% |
| 6M | +15.6% | +42.6% | -27.1% | +12.6% |
| 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% | +39.3% |
| 5Y | +216.1% | -22.2% | +238.3% | +179.4% |
| All | +263.2% | -20.4% | +283.6% | +216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling