+111.0%
XLI vs AFRM
-20.7%
+131.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +1.0% | +3.1% | -2.1% | +0.7% |
| 30D | -5.8% | -4.2% | -1.6% | -5.6% |
| 3M | +0.7% | +10.1% | -9.4% | -0.3% |
| 6M | +3.2% | +39.4% | -36.2% | -0.1% |
| YTD | +13.0% | -3.2% | +16.2% | +12.3% |
| 1Y | +16.8% | -16.1% | +32.9% | +16.9% |
| 3Y | +72.4% | +220.8% | -148.4% | +49.8% |
| 5Y | +82.8% | -17.7% | +100.4% | +56.5% |
| All | +111.0% | -20.7% | +131.7% | +79.7% |
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