+60.3%
XLU vs AFRM
-25.2%
+85.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -1.0% |
| 7D | -1.2% | -8.5% | +7.3% | -0.9% |
| 30D | -2.5% | -11.4% | +8.8% | -2.2% |
| 3M | -2.7% | +8.2% | -11.0% | -3.1% |
| 6M | -7.5% | +36.6% | -44.1% | -8.6% |
| YTD | +0.9% | -8.7% | +9.6% | +0.9% |
| 1Y | +3.3% | -19.9% | +23.2% | +3.5% |
| 3Y | +47.3% | +202.6% | -155.3% | +38.6% |
| 5Y | +44.4% | -45.0% | +89.4% | +33.5% |
| All | +60.3% | -25.2% | +85.5% | +47.7% |
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