+58.1%
XLP vs AFRM
-25.1%
+83.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | +0.7% | -7.3% | +8.0% | +0.9% |
| 30D | +10.3% | -9.6% | +19.8% | +10.5% |
| 3M | +6.5% | -11.1% | +17.6% | +6.7% |
| 6M | +8.4% | +3.9% | +4.5% | +8.1% |
| YTD | +18.2% | -8.5% | +26.7% | +18.1% |
| 1Y | +22.4% | +3.3% | +19.2% | +21.8% |
| 3Y | +41.9% | +213.7% | -171.8% | +34.8% |
| 5Y | +40.9% | -58.5% | +99.4% | +31.4% |
| All | +58.1% | -25.1% | +83.2% | +47.4% |
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