-29.6%
AFRM vs XME
+176.4%
-206.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.2% |
| 7D | -10.3% | +1.5% | -11.8% | -11.9% |
| 30D | -13.7% | -7.3% | -6.5% | -7.2% |
| 3M | -11.6% | -17.4% | +5.9% | +6.1% |
| 6M | +2.1% | -21.8% | +23.9% | +27.1% |
| YTD | -8.9% | -6.0% | -2.9% | -10.5% |
| 1Y | -9.7% | +3.8% | -13.5% | -20.9% |
| 3Y | +202.5% | +100.0% | +102.4% | +25.5% |
| 5Y | -55.3% | +116.1% | -171.4% | -79.3% |
| All | -29.6% | +176.4% | -206.0% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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