-56.0%
AFRM vs ED
+85.1%
-141.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.1% |
| 7D | -4.4% | +2.1% | -6.5% | -4.5% |
| 30D | -7.7% | +10.4% | -18.1% | -7.9% |
| 3M | -16.9% | +12.5% | -29.4% | -17.1% |
| 6M | +2.5% | +14.9% | -12.4% | +2.0% |
| YTD | -12.5% | +24.8% | -37.4% | -14.2% |
| 1Y | -11.0% | +23.8% | -34.9% | -12.7% |
| 3Y | +184.6% | +51.6% | +132.9% | +140.5% |
| All | -56.0% | +85.1% | -141.1% | -61.2% |
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 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