-29.4%
AFRM vs EL
-51.6%
+22.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -2.0% |
| 7D | -7.5% | +8.0% | -15.6% | -12.2% |
| 30D | -15.7% | +15.4% | -31.1% | -23.8% |
| 3M | -9.6% | +28.5% | -38.1% | -25.1% |
| 6M | +6.3% | +32.2% | -26.0% | -15.4% |
| YTD | -8.6% | +9.2% | -17.8% | -20.4% |
| 1Y | -7.6% | +30.8% | -38.4% | -30.1% |
| 3Y | +173.7% | +3.7% | +170.0% | +110.7% |
| 5Y | -56.9% | -64.8% | +7.9% | +11.6% |
| All | -29.4% | -51.6% | +22.2% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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