+179.3%
EXE vs AFRM
-49.2%
+228.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -1.8% | +3.1% | -4.9% | -2.0% |
| 30D | +6.4% | -4.2% | +10.6% | +6.6% |
| 3M | +9.2% | +10.1% | -0.9% | +8.2% |
| 6M | -7.0% | +39.4% | -46.4% | -9.5% |
| YTD | -9.5% | -3.2% | -6.3% | -10.0% |
| 1Y | +6.2% | -16.1% | +22.3% | +6.2% |
| 3Y | +20.7% | +220.8% | -200.0% | +6.0% |
| 5Y | +103.6% | -17.7% | +121.3% | +78.0% |
| All | +179.3% | -49.2% | +228.5% | +146.9% |
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