-20.9%
AFRM vs EL
-67.1%
+46.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -4.7% |
| 7D | -7.0% | +0.8% | -7.8% | -7.5% |
| 30D | -7.8% | +19.8% | -27.6% | -19.8% |
| 3M | +5.3% | +25.7% | -20.4% | -11.7% |
| 6M | +42.6% | +5.4% | +37.2% | +32.1% |
| YTD | -2.8% | +0.2% | -3.0% | -10.0% |
| 1Y | -19.3% | +20.4% | -39.7% | -36.4% |
| 3Y | +231.0% | -32.1% | +263.1% | +297.5% |
| All | -20.9% | -67.1% | +46.2% | +182.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling