+187.8%
AFRM vs XME
+96.3%
+91.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -1.1% |
| 7D | -5.5% | +5.3% | -10.8% | -10.1% |
| 30D | -15.5% | -8.2% | -7.3% | -8.8% |
| 3M | -10.3% | -18.4% | +8.1% | +6.7% |
| 6M | +0.6% | -22.8% | +23.5% | +24.5% |
| YTD | -11.5% | -7.9% | -3.7% | -12.8% |
| 1Y | -16.6% | -0.9% | -15.8% | -24.9% |
| All | +187.8% | +96.3% | +91.5% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling