+104.7%
XLI vs AFRM
-27.4%
+132.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.2% |
| 7D | -1.5% | -8.4% | +6.9% | -0.8% |
| 30D | -0.3% | -18.3% | +18.0% | +1.2% |
| 3M | -8.4% | -12.7% | +4.3% | -7.6% |
| 6M | -2.1% | +3.0% | -5.1% | -2.8% |
| YTD | +9.6% | -11.4% | +21.0% | +9.6% |
| 1Y | +10.7% | -13.3% | +24.0% | +10.6% |
| 3Y | +71.6% | +194.0% | -122.5% | +50.7% |
| 5Y | +70.8% | -50.6% | +121.4% | +47.7% |
| All | +104.7% | -27.4% | +132.1% | +75.2% |
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 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