+34.9%
XLV vs AFRM
-38.8%
+73.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -4.4% | -8.5% | +4.1% | -4.0% |
| 30D | -1.4% | -11.4% | +10.0% | -0.9% |
| 3M | +8.9% | +8.2% | +0.6% | +8.3% |
| 6M | +9.1% | +36.6% | -27.5% | +7.0% |
| YTD | +7.9% | -8.7% | +16.6% | +7.8% |
| 1Y | +22.7% | -19.9% | +42.6% | +23.0% |
| 3Y | +31.9% | +202.6% | -170.7% | +19.5% |
| 5Y | +34.9% | -45.0% | +79.9% | +22.9% |
| All | +34.9% | -38.8% | +73.7% | +22.9% |
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