-58.3%
AFRM vs XME
+110.8%
-169.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.6% | -6.1% |
| 7D | -7.3% | -4.5% | -2.8% | -2.4% |
| 30D | -9.6% | -10.9% | +1.3% | +3.2% |
| 3M | -11.1% | -15.3% | +4.2% | +5.8% |
| 6M | +3.9% | -24.6% | +28.5% | +38.6% |
| YTD | -8.5% | -9.6% | +1.1% | -8.0% |
| 1Y | +3.3% | +2.9% | +0.4% | -13.2% |
| 3Y | +213.7% | +86.9% | +126.8% | +7.5% |
| All | -58.3% | +110.8% | -169.1% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling