+2.1%
AFRM vs EME
-27.0%
+29.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +2.1% |
| 7D | -10.3% | +4.3% | -14.6% | -11.0% |
| 30D | -13.7% | -14.4% | +0.7% | -10.6% |
| 3M | -11.6% | -18.3% | +6.8% | -7.6% |
| 6M | +2.1% | -28.3% | +30.4% | +17.0% |
| All | +2.1% | -27.0% | +29.1% | +17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling