+211.8%
AEM vs AFRM
-25.1%
+236.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.6% | +1.4% |
| 7D | +15.8% | -7.3% | +23.1% | +16.2% |
| 30D | +6.2% | -9.6% | +15.8% | +6.7% |
| 3M | +14.3% | -11.1% | +25.4% | +14.8% |
| 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% | +20.8% |
| 3Y | +309.9% | +213.7% | +96.2% | +284.2% |
| 5Y | +301.0% | -58.5% | +359.5% | +273.0% |
| All | +211.8% | -25.1% | +236.9% | +206.2% |
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 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