+233.3%
AEM vs AFRM
-20.4%
+253.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -1.1% |
| 7D | -0.5% | -7.0% | +6.4% | -0.2% |
| 30D | +24.0% | -7.8% | +31.8% | +24.4% |
| 3M | +16.1% | +5.3% | +10.8% | +15.8% |
| 6M | -11.6% | +42.6% | -54.3% | -12.8% |
| YTD | +21.5% | -2.8% | +24.3% | +21.3% |
| 1Y | +39.2% | -19.3% | +58.5% | +39.4% |
| 3Y | +347.4% | +231.0% | +116.5% | +317.8% |
| 5Y | +290.1% | -22.2% | +312.4% | +261.6% |
| All | +233.3% | -20.4% | +253.7% | +226.5% |
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