-16.1%
AFRM vs AEIS
+86.7%
-102.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.7% |
| 7D | +3.1% | +8.1% | -5.1% | +2.0% |
| 30D | -4.2% | -11.1% | +6.9% | -3.1% |
| 3M | +10.1% | -5.6% | +15.8% | +8.4% |
| 6M | +39.4% | -0.6% | +40.1% | +34.8% |
| YTD | -3.2% | +38.0% | -41.2% | -15.4% |
| 1Y | -16.1% | +87.2% | -103.3% | -32.6% |
| All | -16.1% | +86.7% | -102.7% | -32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling