+178.5%
EXE vs AFRM
-49.0%
+227.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -1.0% |
| 7D | -0.3% | -7.0% | +6.7% | +0.2% |
| 30D | +8.5% | -7.8% | +16.3% | +8.9% |
| 3M | +5.5% | +5.3% | +0.1% | +4.8% |
| 6M | -5.9% | +42.6% | -48.5% | -8.6% |
| YTD | -9.7% | -2.8% | -6.9% | -10.3% |
| 1Y | +3.6% | -19.3% | +22.9% | +3.8% |
| 3Y | +18.0% | +231.0% | -212.9% | +3.4% |
| 5Y | +109.4% | -22.2% | +131.7% | +83.0% |
| All | +178.5% | -49.0% | +227.5% | +146.1% |
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 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