-29.3%
AFRM vs AEE
+79.2%
-108.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.2% |
| 7D | -7.3% | +2.1% | -9.4% | -8.0% |
| 30D | -9.6% | +11.4% | -20.9% | -13.6% |
| 3M | -11.1% | +5.0% | -16.0% | -12.9% |
| 6M | +3.9% | +4.4% | -0.6% | +1.4% |
| YTD | -8.5% | +15.4% | -23.9% | -15.7% |
| 1Y | +3.3% | +13.8% | -10.5% | -4.0% |
| 3Y | +213.7% | +58.0% | +155.7% | +142.5% |
| 5Y | -58.5% | +52.9% | -111.5% | -65.7% |
| All | -29.3% | +79.2% | -108.6% | -31.2% |
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