+86.0%
EXPE vs AFRM
-28.4%
+114.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -0.5% | -4.4% | +3.9% | +0.4% |
| 30D | -6.1% | -7.7% | +1.6% | -4.4% |
| 3M | -21.3% | -16.9% | -4.4% | -18.5% |
| 6M | +19.0% | +2.5% | +16.5% | +18.0% |
| YTD | -8.4% | -12.5% | +4.1% | -7.0% |
| 1Y | -2.8% | -11.0% | +8.2% | -1.8% |
| 3Y | +120.8% | +184.6% | -63.8% | +73.6% |
| 5Y | +46.2% | -56.3% | +102.5% | +13.8% |
| All | +86.0% | -28.4% | +114.4% | +38.9% |
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