+144.5%
EXE vs AFRM
-52.1%
+196.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -3.9% | -7.5% | +3.6% | -3.5% |
| 30D | -2.6% | -15.7% | +13.1% | -1.6% |
| 3M | -6.9% | -9.6% | +2.7% | -6.5% |
| 6M | -9.3% | +6.3% | -15.6% | -10.2% |
| YTD | -20.7% | -8.6% | -12.1% | -21.1% |
| 1Y | -21.8% | -7.6% | -14.2% | -22.4% |
| 3Y | +16.2% | +173.7% | -157.4% | +3.3% |
| 5Y | +61.1% | -56.9% | +118.0% | +39.7% |
| All | +144.5% | -52.1% | +196.6% | +116.6% |
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