+105.6%
XLI vs AFRM
-27.6%
+133.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.1% | -0.7% |
| 7D | +4.3% | -5.5% | +9.8% | +4.8% |
| 30D | +0.5% | -15.5% | +15.9% | +1.7% |
| 3M | -8.6% | -10.3% | +1.7% | -8.0% |
| 6M | -2.3% | +0.6% | -2.9% | -2.9% |
| YTD | +10.1% | -11.5% | +21.6% | +10.0% |
| 1Y | +11.0% | -16.6% | +27.6% | +11.3% |
| 3Y | +72.3% | +193.5% | -121.3% | +51.3% |
| 5Y | +70.8% | -55.8% | +126.7% | +48.0% |
| All | +105.6% | -27.6% | +133.1% | +76.0% |
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