+301.0%
AEM vs AFRM
-58.9%
+359.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.6% | +1.4% |
| 7D | +15.8% | -7.3% | +23.1% | +16.3% |
| 30D | +6.2% | -9.6% | +15.8% | +6.8% |
| 3M | +14.3% | -11.1% | +25.4% | +15.0% |
| 6M | +1.4% | +3.9% | -2.5% | +1.2% |
| YTD | +13.7% | -8.5% | +22.2% | +13.7% |
| 1Y | +21.3% | +3.3% | +18.1% | +20.7% |
| 3Y | +309.9% | +213.7% | +96.2% | +276.9% |
| All | +301.0% | -58.9% | +359.8% | +271.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling