+201.4%
XOP vs AFRM
-27.6%
+228.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.6% | +1.9% |
| 7D | +5.2% | -5.5% | +10.7% | +5.7% |
| 30D | -8.4% | -15.5% | +7.1% | -7.2% |
| 3M | +2.9% | -10.3% | +13.2% | +3.5% |
| 6M | +8.8% | +0.6% | +8.2% | +7.6% |
| YTD | +46.9% | -11.5% | +58.4% | +46.0% |
| 1Y | +41.5% | -16.6% | +58.1% | +41.2% |
| 3Y | +43.1% | +193.5% | -150.4% | +20.3% |
| 5Y | +92.2% | -55.8% | +148.0% | +64.0% |
| All | +201.4% | -27.6% | +228.9% | +144.7% |
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