-25.2%
AFRM vs XME
+240.7%
-265.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.5% |
| 7D | +3.1% | +3.6% | -0.6% | -0.5% |
| 30D | -4.2% | +3.6% | -7.9% | -7.9% |
| 3M | +10.1% | +1.2% | +8.9% | +7.1% |
| 6M | +39.4% | +9.0% | +30.4% | +23.5% |
| YTD | -3.2% | +15.9% | -19.1% | -22.4% |
| 1Y | -16.1% | +43.2% | -59.3% | -48.3% |
| 3Y | +220.8% | +137.4% | +83.4% | +14.4% |
| 5Y | -17.7% | +185.0% | -202.7% | -69.4% |
| All | -25.2% | +240.7% | -265.9% | -74.5% |
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