+98.9%
AEP vs AFRM
-25.1%
+124.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | -2.8% | -7.3% | +4.5% | -2.7% |
| 30D | +3.6% | -9.6% | +13.2% | +3.7% |
| 3M | +1.8% | -11.1% | +12.8% | +1.9% |
| 6M | -3.1% | +3.9% | -7.0% | -3.3% |
| YTD | +12.2% | -8.5% | +20.7% | +12.2% |
| 1Y | +9.1% | +3.3% | +5.9% | +8.9% |
| 3Y | +77.9% | +213.7% | -135.8% | +71.0% |
| 5Y | +78.1% | -58.5% | +136.6% | +66.4% |
| All | +98.9% | -25.1% | +124.0% | +86.6% |
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