-17.7%
AFRM vs EFV
+96.3%
-114.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +1.1% |
| 7D | +3.1% | +1.0% | +2.1% | +0.9% |
| 30D | -4.2% | +0.2% | -4.4% | -4.5% |
| 3M | +10.1% | +9.6% | +0.5% | -9.9% |
| 6M | +39.4% | +14.0% | +25.4% | +4.0% |
| YTD | -3.2% | +18.5% | -21.6% | -35.3% |
| 1Y | -16.1% | +27.9% | -44.0% | -53.4% |
| 3Y | +220.8% | +92.4% | +128.3% | -34.7% |
| 5Y | -17.7% | +97.2% | -114.8% | -83.0% |
| All | -17.7% | +96.3% | -114.0% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling