-58.3%
AFRM vs ED
+80.7%
-139.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.1% | -2.2% |
| 7D | -7.3% | +1.6% | -8.9% | -7.3% |
| 30D | -9.6% | +13.3% | -22.9% | -9.8% |
| 3M | -11.1% | +9.7% | -20.8% | -11.2% |
| 6M | +3.9% | +12.8% | -8.9% | +3.5% |
| YTD | -8.5% | +22.3% | -30.8% | -10.0% |
| 1Y | +3.3% | +26.3% | -23.0% | +1.0% |
| 3Y | +213.7% | +45.0% | +168.7% | +170.6% |
| All | -58.3% | +80.7% | -139.0% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling