-31.6%
AFRM vs ED
+114.6%
-146.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.8% | -3.0% |
| 7D | -8.4% | +2.1% | -10.5% | -8.2% |
| 30D | -18.3% | +12.4% | -30.7% | -17.5% |
| 3M | -12.7% | +13.1% | -25.8% | -11.8% |
| 6M | +3.0% | +14.1% | -11.0% | +4.2% |
| YTD | -11.4% | +23.1% | -34.4% | -10.5% |
| 1Y | -13.3% | +25.4% | -38.8% | -12.5% |
| 3Y | +194.0% | +47.9% | +146.2% | +176.6% |
| 5Y | -50.6% | +81.9% | -132.5% | -45.5% |
| All | -31.6% | +114.6% | -146.2% | -5.1% |
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