-29.6%
AFRM vs AEIS
+107.1%
-136.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | -0.2% |
| 7D | -10.3% | +9.5% | -19.7% | -16.6% |
| 30D | -13.7% | -17.5% | +3.8% | -5.2% |
| 3M | -11.6% | -29.3% | +17.7% | +4.5% |
| 6M | +2.1% | -34.7% | +36.8% | +17.8% |
| YTD | -8.9% | +10.7% | -19.6% | -42.3% |
| 1Y | -9.7% | +7.4% | -17.1% | -41.5% |
| 3Y | +202.5% | +161.1% | +41.3% | -32.6% |
| 5Y | -55.3% | +150.7% | -206.0% | -88.8% |
| All | -29.6% | +107.1% | -136.7% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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