-25.2%
AFRM vs AEE
+69.5%
-94.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.8% |
| 7D | +3.1% | +1.3% | +1.7% | +2.5% |
| 30D | -4.2% | -1.2% | -3.0% | -3.8% |
| 3M | +10.1% | +1.0% | +9.1% | +9.2% |
| 6M | +39.4% | -2.3% | +41.7% | +39.8% |
| YTD | -3.2% | +9.1% | -12.3% | -8.7% |
| 1Y | -16.1% | +10.6% | -26.6% | -21.6% |
| 3Y | +220.8% | +48.5% | +172.3% | +154.8% |
| 5Y | -17.7% | +39.9% | -57.5% | -32.0% |
| All | -25.2% | +69.5% | -94.7% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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