+186.0%
XOP vs AFRM
-25.1%
+211.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -14.7% | -7.3% | -7.4% | -14.2% |
| 30D | -7.7% | -9.6% | +1.9% | -7.1% |
| 3M | +4.4% | -11.1% | +15.5% | +5.1% |
| 6M | +3.5% | +3.9% | -0.3% | +2.1% |
| YTD | +39.4% | -8.5% | +47.9% | +38.2% |
| 1Y | +39.8% | +3.3% | +36.5% | +36.4% |
| 3Y | +29.7% | +213.7% | -184.1% | +8.2% |
| 5Y | +78.6% | -58.5% | +137.1% | +52.4% |
| All | +186.0% | -25.1% | +211.1% | +131.5% |
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