+33.8%
AEM vs AFRM
-20.8%
+54.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.8% | +1.1% |
| 7D | +3.0% | -8.0% | +11.0% | +4.2% |
| 30D | +12.5% | -9.8% | +22.3% | +14.0% |
| 3M | +26.9% | +4.7% | +22.3% | +26.2% |
| 6M | -9.4% | +34.1% | -43.6% | -11.8% |
| YTD | +20.3% | -8.4% | +28.7% | +18.9% |
| 1Y | +33.8% | -22.9% | +56.7% | +30.2% |
| All | +33.8% | -20.8% | +54.5% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling