+104.7%
AEP vs AFRM
-25.4%
+130.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +1.0% |
| 7D | +0.7% | -10.3% | +11.0% | +0.9% |
| 30D | +4.8% | -13.7% | +18.5% | +5.0% |
| 3M | +5.4% | -11.6% | +16.9% | +5.5% |
| 6M | +0.4% | +2.1% | -1.7% | +0.2% |
| YTD | +15.5% | -8.9% | +24.4% | +15.5% |
| 1Y | +8.5% | -9.7% | +18.2% | +8.5% |
| 3Y | +84.6% | +202.5% | -117.8% | +77.7% |
| 5Y | +86.9% | -55.3% | +142.2% | +74.7% |
| All | +104.7% | -25.4% | +130.0% | +92.0% |
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