+77.3%
EXE vs AFRM
-55.6%
+132.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | -0.1% |
| 7D | +3.6% | -5.5% | +9.0% | +4.0% |
| 30D | -4.3% | -15.5% | +11.1% | -3.2% |
| 3M | -7.7% | -10.3% | +2.6% | -7.2% |
| 6M | -7.2% | +0.6% | -7.9% | -7.9% |
| YTD | -18.5% | -11.5% | -7.0% | -18.8% |
| 1Y | -24.4% | -16.6% | -7.7% | -24.4% |
| 3Y | +21.6% | +193.5% | -172.0% | +4.3% |
| 5Y | +77.3% | -55.8% | +133.1% | +82.1% |
| All | +77.3% | -55.6% | +132.9% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling