+22.7%
EEM vs AFRM
-25.1%
+47.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.4% |
| 7D | -2.8% | -7.3% | +4.5% | -2.2% |
| 30D | -11.9% | -9.6% | -2.4% | -11.3% |
| 3M | -8.8% | -11.1% | +2.3% | -8.1% |
| 6M | -11.6% | +3.9% | -15.5% | -12.3% |
| YTD | +9.0% | -8.5% | +17.5% | +8.8% |
| 1Y | +10.6% | +3.3% | +7.3% | +9.1% |
| 3Y | +64.4% | +213.7% | -149.4% | +42.0% |
| 5Y | +31.0% | -58.5% | +89.6% | +16.4% |
| All | +22.7% | -25.1% | +47.8% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 all: compounded portfolio wealth divided by compounded AFRM 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…
all analysis · Full analysis span regression · 6 months rolling