+184.6%
AFRM vs EFV
+91.8%
+92.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.7% |
| 7D | -4.4% | +2.5% | -6.9% | -8.6% |
| 30D | -7.7% | +2.9% | -10.6% | -11.9% |
| 3M | -16.9% | -1.4% | -15.4% | -14.5% |
| 6M | +2.5% | +5.5% | -3.0% | -6.0% |
| YTD | -12.5% | +16.1% | -28.6% | -34.0% |
| 1Y | -11.0% | +20.3% | -31.3% | -37.6% |
| 3Y | +184.6% | +90.4% | +94.1% | -37.3% |
| All | +184.6% | +91.8% | +92.8% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling