-20.9%
AFRM vs XME
+176.2%
-197.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.9% |
| 7D | -7.0% | -0.1% | -6.9% | -6.7% |
| 30D | -7.8% | +6.0% | -13.8% | -14.4% |
| 3M | +5.3% | -7.7% | +13.0% | +13.5% |
| 6M | +42.6% | +1.0% | +41.7% | +35.0% |
| YTD | -2.8% | +14.6% | -17.4% | -24.5% |
| 1Y | -19.3% | +46.0% | -65.3% | -56.3% |
| 3Y | +231.0% | +127.0% | +104.0% | -2.1% |
| All | -20.9% | +176.2% | -197.2% | -76.6% |
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