-31.6%
AFRM vs XME
+174.6%
-206.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.0% | -1.1% |
| 7D | -8.4% | -0.2% | -8.2% | -8.5% |
| 30D | -18.3% | -9.2% | -9.1% | -10.2% |
| 3M | -12.7% | -17.8% | +5.1% | +5.1% |
| 6M | +3.0% | -20.0% | +23.1% | +25.2% |
| YTD | -11.4% | -6.6% | -4.8% | -12.5% |
| 1Y | -13.3% | +1.8% | -15.1% | -22.5% |
| 3Y | +194.0% | +98.7% | +95.3% | +22.8% |
| 5Y | -50.6% | +123.9% | -174.5% | -77.2% |
| All | -31.6% | +174.6% | -206.1% | -71.2% |
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