+104.9%
XLI vs AFRM
-25.2%
+130.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | -0.5% | -7.5% | +7.1% | +0.1% |
| 30D | -0.2% | -15.7% | +15.5% | +1.1% |
| 3M | -8.6% | -9.6% | +1.0% | -8.1% |
| 6M | -2.0% | +6.3% | -8.3% | -3.0% |
| YTD | +9.7% | -8.6% | +18.3% | +9.4% |
| 1Y | +11.4% | -7.6% | +19.0% | +10.8% |
| 3Y | +74.2% | +173.7% | -99.4% | +53.7% |
| 5Y | +70.0% | -56.9% | +126.9% | +46.9% |
| All | +104.9% | -25.2% | +130.1% | +75.0% |
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