+229.7%
AEM vs AFRM
-25.0%
+254.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.8% | +0.6% |
| 7D | +3.0% | -8.0% | +11.0% | +3.3% |
| 30D | +12.5% | -9.8% | +22.3% | +12.9% |
| 3M | +26.9% | +4.7% | +22.3% | +26.7% |
| 6M | -9.4% | +34.1% | -43.6% | -10.5% |
| YTD | +20.3% | -8.4% | +28.7% | +20.3% |
| 1Y | +33.8% | -22.9% | +56.7% | +34.3% |
| 3Y | +349.8% | +203.3% | +146.5% | +321.4% |
| 5Y | +301.0% | -26.0% | +327.0% | +272.5% |
| All | +229.7% | -25.0% | +254.8% | +223.8% |
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