+56.1%
XLV vs AFRM
-20.7%
+76.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -2.6% | +3.1% | -5.7% | -2.8% |
| 30D | +0.9% | -4.2% | +5.1% | +1.0% |
| 3M | +10.0% | +10.1% | -0.1% | +9.4% |
| 6M | +10.4% | +39.4% | -29.0% | +8.5% |
| YTD | +8.9% | -3.2% | +12.0% | +8.5% |
| 1Y | +23.4% | -16.1% | +39.4% | +23.4% |
| 3Y | +33.1% | +220.8% | -187.7% | +22.3% |
| 5Y | +33.3% | -17.7% | +50.9% | +21.3% |
| All | +56.1% | -20.7% | +76.8% | +41.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling