-29.4%
AFRM vs ED
+113.0%
-142.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -7.5% | -0.1% | -7.5% | -7.6% |
| 30D | -15.7% | +11.6% | -27.3% | -14.9% |
| 3M | -9.6% | +10.5% | -20.1% | -8.8% |
| 6M | +6.3% | +13.2% | -6.9% | +7.4% |
| YTD | -8.6% | +22.1% | -30.7% | -7.7% |
| 1Y | -7.6% | +24.2% | -31.7% | -6.7% |
| 3Y | +173.7% | +46.9% | +126.7% | +157.2% |
| 5Y | -56.9% | +80.8% | -137.7% | -52.4% |
| All | -29.4% | +113.0% | -142.5% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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