+140.6%
EXE vs AFRM
-52.0%
+192.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.7% |
| 7D | -6.6% | -7.3% | +0.7% | -6.2% |
| 30D | -4.0% | -9.6% | +5.6% | -3.5% |
| 3M | -7.5% | -11.1% | +3.6% | -7.0% |
| 6M | -11.7% | +3.9% | -15.5% | -12.4% |
| YTD | -22.0% | -8.5% | -13.5% | -22.3% |
| 1Y | -21.8% | +3.3% | -25.1% | -23.0% |
| 3Y | +8.0% | +213.7% | -205.7% | -4.8% |
| 5Y | +62.3% | -58.5% | +120.8% | +40.6% |
| All | +140.6% | -52.0% | +192.6% | +113.1% |
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