-31.7%
AFRM vs EME
+585.3%
-617.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.4% | -2.6% |
| 7D | -5.5% | +11.3% | -16.8% | -12.3% |
| 30D | -15.5% | -14.6% | -0.9% | -7.1% |
| 3M | -10.3% | -20.4% | +10.1% | +2.3% |
| 6M | +0.6% | -28.3% | +28.9% | +21.4% |
| YTD | -11.5% | +8.6% | -20.1% | -25.1% |
| 1Y | -16.6% | +3.2% | -19.8% | -26.4% |
| 3Y | +193.5% | +216.8% | -23.2% | -14.6% |
| 5Y | -55.8% | +417.5% | -473.3% | -92.7% |
| All | -31.7% | +585.3% | -617.0% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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