-29.3%
AFRM vs EME
+679.6%
-708.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.0% | -3.8% |
| 7D | -8.0% | +2.7% | -10.7% | -9.7% |
| 30D | -9.8% | -6.8% | -3.0% | -6.0% |
| 3M | +4.7% | -8.8% | +13.5% | +8.5% |
| 6M | +34.1% | +5.0% | +29.1% | +23.6% |
| YTD | -8.4% | +23.5% | -31.9% | -27.6% |
| 1Y | -22.9% | +21.3% | -44.2% | -40.3% |
| 3Y | +203.3% | +241.1% | -37.8% | -12.9% |
| 5Y | -26.0% | +549.2% | -575.1% | -88.8% |
| All | -29.3% | +679.6% | -708.8% | -90.1% |
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