-29.4%
AFRM vs XME
+180.2%
-209.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -5.6% |
| 7D | -7.5% | +0.9% | -8.5% | -8.7% |
| 30D | -15.7% | -7.3% | -8.4% | -9.3% |
| 3M | -9.6% | -14.8% | +5.2% | +5.0% |
| 6M | +6.3% | -18.4% | +24.7% | +26.5% |
| YTD | -8.6% | -4.7% | -3.9% | -11.5% |
| 1Y | -7.6% | +5.7% | -13.3% | -20.6% |
| 3Y | +173.7% | +104.0% | +69.7% | +11.2% |
| 5Y | -56.9% | +122.4% | -179.3% | -80.4% |
| All | -29.4% | +180.2% | -209.6% | -70.9% |
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