-29.3%
AFRM vs ALLE
+67.6%
-96.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.1% |
| 7D | -7.3% | -0.6% | -6.7% | -6.5% |
| 30D | -9.6% | +25.3% | -34.9% | -32.0% |
| 3M | -11.1% | +10.3% | -21.3% | -22.0% |
| 6M | +3.9% | +38.0% | -34.2% | -32.6% |
| YTD | -8.5% | +17.8% | -26.3% | -30.3% |
| 1Y | +3.3% | +13.6% | -10.3% | -17.5% |
| 3Y | +213.7% | +89.2% | +124.5% | +9.7% |
| 5Y | -58.5% | +51.1% | -109.6% | -79.0% |
| All | -29.3% | +67.6% | -96.9% | -64.9% |
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