-32.4%
AFRM vs ED
+117.7%
-150.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.0% |
| 7D | -4.4% | +2.1% | -6.5% | -4.2% |
| 30D | -7.7% | +10.4% | -18.1% | -6.9% |
| 3M | -16.9% | +12.5% | -29.4% | -16.0% |
| 6M | +2.5% | +14.9% | -12.4% | +3.7% |
| YTD | -12.5% | +24.8% | -37.4% | -11.5% |
| 1Y | -11.0% | +23.8% | -34.9% | -10.0% |
| 3Y | +184.6% | +51.6% | +132.9% | +167.3% |
| 5Y | -56.3% | +86.4% | -142.7% | -51.3% |
| All | -32.4% | +117.7% | -150.2% | -6.2% |
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