-29.6%
AFRM vs ED
+114.5%
-144.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | -10.3% | -0.9% | -9.3% | -10.3% |
| 30D | -13.7% | +11.2% | -24.9% | -12.9% |
| 3M | -11.6% | +11.8% | -23.3% | -10.7% |
| 6M | +2.1% | +14.1% | -12.0% | +3.2% |
| YTD | -8.9% | +23.0% | -31.8% | -7.9% |
| 1Y | -9.7% | +23.7% | -33.4% | -8.8% |
| 3Y | +202.5% | +47.7% | +154.7% | +184.5% |
| 5Y | -55.3% | +82.6% | -137.9% | -50.5% |
| All | -29.6% | +114.5% | -144.1% | -2.4% |
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