+97.2%
AEP vs AFRM
-20.7%
+117.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +2.0% | +3.1% | -1.1% | +2.0% |
| 30D | +0.5% | -4.2% | +4.7% | +0.5% |
| 3M | -0.3% | +10.1% | -10.4% | -0.5% |
| 6M | -3.5% | +39.4% | -42.9% | -4.0% |
| YTD | +11.3% | -3.2% | +14.4% | +11.2% |
| 1Y | +20.2% | -16.1% | +36.3% | +20.3% |
| 3Y | +79.8% | +220.8% | -141.0% | +72.6% |
| 5Y | +65.6% | -17.7% | +83.2% | +55.7% |
| All | +97.2% | -20.7% | +117.9% | +84.9% |
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