-9.7%
AFRM vs AEIS
+6.8%
-16.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +2.4% |
| 7D | -10.3% | +9.5% | -19.7% | -11.1% |
| 30D | -13.7% | -17.5% | +3.8% | -12.3% |
| 3M | -11.6% | -29.3% | +17.7% | -9.1% |
| 6M | +2.1% | -34.7% | +36.8% | +3.7% |
| YTD | -8.9% | +10.7% | -19.6% | -19.3% |
| 1Y | -9.7% | +7.4% | -17.1% | -19.1% |
| All | -9.7% | +6.8% | -16.5% | -19.1% |
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