+6.9%
AFRM vs XE
-65.4%
+72.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +15.9% | -18.1% | -4.4% |
| 7D | -7.3% | -4.6% | -2.7% | -6.9% |
| 30D | -9.6% | -27.5% | +18.0% | -5.6% |
| 3M | -11.1% | -49.9% | +38.8% | -2.8% |
| 6M | +3.9% | -67.2% | +71.1% | +15.1% |
| All | +6.9% | -65.4% | +72.2% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 5y: compounded portfolio wealth divided by compounded XE 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…
5y analysis · Full analysis span regression · 6 months rolling