+186.6%
XOP vs AFRM
-25.2%
+211.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -10.0% | -7.5% | -2.5% | -9.5% |
| 30D | -9.1% | -15.7% | +6.6% | -7.9% |
| 3M | +5.1% | -9.6% | +14.7% | +5.6% |
| 6M | +6.4% | +6.3% | +0.1% | +4.7% |
| YTD | +39.7% | -8.6% | +48.3% | +38.5% |
| 1Y | +37.2% | -7.6% | +44.8% | +35.5% |
| 3Y | +37.6% | +173.7% | -136.0% | +16.4% |
| 5Y | +76.5% | -56.9% | +133.4% | +50.4% |
| All | +186.6% | -25.2% | +211.8% | +132.1% |
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 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