+229.9%
AFRM vs AEIS
+142.1%
+87.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.7% |
| 7D | -7.0% | +3.0% | -9.9% | -8.2% |
| 30D | -7.8% | -14.6% | +6.9% | -2.1% |
| 3M | +5.3% | -12.4% | +17.8% | +5.8% |
| 6M | +42.6% | -15.0% | +57.6% | +39.9% |
| YTD | -2.8% | +34.3% | -37.1% | -32.7% |
| 1Y | -19.3% | +87.4% | -106.7% | -58.3% |
| All | +229.9% | +142.1% | +87.8% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling