-29.3%
AFRM vs AEIS
+76.2%
-105.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.1% | -8.3% | -6.4% |
| 7D | -7.3% | -11.3% | +4.0% | -1.7% |
| 30D | -9.6% | -32.6% | +23.0% | +15.0% |
| 3M | -11.1% | -39.2% | +28.1% | +17.1% |
| 6M | +3.9% | -45.4% | +49.2% | +36.4% |
| YTD | -8.5% | -5.8% | -2.7% | -34.9% |
| 1Y | +3.3% | -10.0% | +13.3% | -23.7% |
| 3Y | +213.7% | +121.2% | +92.6% | -22.0% |
| 5Y | -58.5% | +110.6% | -169.2% | -88.3% |
| All | -29.3% | +76.2% | -105.5% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling