+6.8%
AFRM vs XE
-62.9%
+69.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.0% | -7.1% | -1.1% |
| 7D | -7.5% | +7.6% | -15.2% | -8.7% |
| 30D | -15.7% | -18.6% | +2.9% | -13.4% |
| 3M | -9.6% | -50.7% | +41.1% | -0.9% |
| 6M | +6.3% | -63.0% | +69.3% | +16.3% |
| All | +6.8% | -62.9% | +69.7% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling