+150.1%
EXE vs AFRM
-53.5%
+203.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +2.5% |
| 7D | -2.2% | -8.4% | +6.2% | -1.7% |
| 30D | -0.3% | -18.3% | +18.0% | +0.8% |
| 3M | -9.3% | -12.7% | +3.4% | -8.8% |
| 6M | -7.2% | +3.0% | -10.3% | -7.9% |
| YTD | -18.9% | -11.4% | -7.5% | -19.1% |
| 1Y | -21.7% | -13.3% | -8.4% | -21.9% |
| 3Y | +21.0% | +194.0% | -173.0% | +7.1% |
| 5Y | +76.0% | -50.6% | +126.6% | +52.9% |
| All | +150.1% | -53.5% | +203.7% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling