+212.6%
XOP vs AFRM
-20.4%
+233.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.6% |
| 7D | +2.6% | -7.0% | +9.5% | +3.2% |
| 30D | +15.4% | -7.8% | +23.2% | +16.1% |
| 3M | +12.1% | +5.3% | +6.7% | +10.9% |
| 6M | +19.7% | +42.6% | -23.0% | +14.4% |
| YTD | +52.4% | -2.8% | +55.2% | +50.7% |
| 1Y | +47.6% | -19.3% | +66.9% | +47.8% |
| 3Y | +34.4% | +231.0% | -196.6% | +11.3% |
| 5Y | +154.4% | -22.2% | +176.6% | +110.3% |
| All | +212.6% | -20.4% | +233.0% | +152.5% |
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