-56.0%
AFRM vs AEIS
+142.3%
-198.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +1.7% |
| 7D | -4.4% | +11.5% | -15.9% | -12.3% |
| 30D | -7.7% | -15.8% | +8.1% | -0.3% |
| 3M | -16.9% | -33.3% | +16.4% | +3.7% |
| 6M | +2.5% | -35.2% | +37.7% | +18.1% |
| YTD | -12.5% | +5.0% | -17.5% | -46.8% |
| 1Y | -11.0% | +8.5% | -19.5% | -48.3% |
| 3Y | +184.6% | +152.9% | +31.7% | -55.2% |
| All | -56.0% | +142.3% | -198.3% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling