+64.1%
XLI vs AFRM
-58.9%
+123.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -2.8% | -7.3% | +4.5% | -2.1% |
| 30D | -3.1% | -9.6% | +6.5% | -2.3% |
| 3M | -11.7% | -11.1% | -0.7% | -11.0% |
| 6M | -7.6% | +3.9% | -11.4% | -8.5% |
| YTD | +5.7% | -8.5% | +14.2% | +5.3% |
| 1Y | +7.8% | +3.3% | +4.6% | +5.9% |
| 3Y | +67.4% | +213.7% | -146.3% | +41.5% |
| All | +64.1% | -58.9% | +123.0% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling