-24.9%
AFRM vs AEE
+67.9%
-92.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -7.0% | +0.3% | -7.3% | -7.1% |
| 30D | -7.8% | -2.3% | -5.5% | -7.0% |
| 3M | +5.3% | +0.2% | +5.1% | +4.6% |
| 6M | +42.6% | -4.7% | +47.4% | +44.6% |
| YTD | -2.8% | +8.1% | -10.9% | -8.0% |
| 1Y | -19.3% | +8.5% | -27.9% | -24.0% |
| 3Y | +231.0% | +48.9% | +182.1% | +162.3% |
| 5Y | -22.2% | +39.9% | -62.2% | -35.1% |
| All | -24.9% | +67.9% | -92.8% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling