+251.5%
XLE vs AFRM
-23.4%
+274.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.8% | +4.9% | -2.6% |
| 7D | -10.3% | -6.9% | -3.4% | -10.0% |
| 30D | -3.3% | -7.0% | +3.6% | -3.1% |
| 3M | +8.2% | -11.2% | +19.4% | +8.6% |
| 6M | +5.0% | +4.3% | +0.8% | +4.2% |
| YTD | +40.6% | -6.4% | +47.0% | +39.8% |
| 1Y | +45.0% | -2.6% | +47.6% | +43.6% |
| 3Y | +56.3% | +210.6% | -154.2% | +40.8% |
| 5Y | +152.2% | -57.6% | +209.8% | +126.0% |
| All | +251.5% | -23.4% | +274.9% | +206.2% |
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