+77.0%
XLV vs AFRM
-28.4%
+105.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.6% |
| 7D | +2.2% | -4.4% | +6.6% | +2.4% |
| 30D | +8.6% | -7.7% | +16.2% | +8.9% |
| 3M | +12.6% | -16.9% | +29.5% | +13.3% |
| 6M | +29.8% | +2.5% | +27.3% | +29.3% |
| YTD | +23.5% | -12.5% | +36.0% | +23.5% |
| 1Y | +25.7% | -11.0% | +36.7% | +25.5% |
| 3Y | +56.3% | +184.6% | -128.2% | +44.7% |
| 5Y | +53.1% | -56.3% | +109.4% | +40.4% |
| All | +77.0% | -28.4% | +105.4% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling