-29.4%
AFRM vs AEE
+81.1%
-110.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.6% |
| 7D | -7.5% | +2.3% | -9.9% | -8.4% |
| 30D | -15.7% | +11.6% | -27.3% | -19.5% |
| 3M | -9.6% | +5.5% | -15.1% | -11.7% |
| 6M | +6.3% | +6.0% | +0.3% | +3.1% |
| YTD | -8.6% | +16.6% | -25.2% | -16.2% |
| 1Y | -7.6% | +12.1% | -19.6% | -13.4% |
| 3Y | +173.7% | +64.2% | +109.4% | +107.9% |
| 5Y | -56.9% | +59.1% | -116.0% | -63.9% |
| All | -29.4% | +81.1% | -110.5% | -31.5% |
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