-29.4%
AFRM vs ALLE
+72.2%
-101.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -3.4% |
| 7D | -7.5% | -0.6% | -6.9% | -6.7% |
| 30D | -15.7% | +26.6% | -42.3% | -37.4% |
| 3M | -9.6% | +13.2% | -22.8% | -23.2% |
| 6M | +6.3% | +42.9% | -36.6% | -34.0% |
| YTD | -8.6% | +21.0% | -29.6% | -32.6% |
| 1Y | -7.6% | +15.2% | -22.7% | -27.3% |
| 3Y | +173.7% | +95.6% | +78.1% | -8.1% |
| 5Y | -56.9% | +53.4% | -110.3% | -78.7% |
| All | -29.4% | +72.2% | -101.6% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling