-29.3%
AFRM vs ACI
+18.4%
-47.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.8% |
| 7D | -7.3% | -2.2% | -5.1% | -7.0% |
| 30D | -9.6% | +10.3% | -19.9% | -10.7% |
| 3M | -11.1% | +7.2% | -18.3% | -11.9% |
| 6M | +3.9% | -18.0% | +21.9% | +5.4% |
| YTD | -8.5% | -22.0% | +13.5% | -7.1% |
| 1Y | +3.3% | -23.4% | +26.6% | +5.2% |
| 3Y | +213.7% | -35.8% | +249.6% | +224.7% |
| 5Y | -58.5% | -43.7% | -14.9% | -57.4% |
| All | -29.3% | +18.4% | -47.7% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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