-55.8%
AFRM vs EL
-65.5%
+9.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -1.8% |
| 7D | -5.5% | +2.7% | -8.1% | -7.3% |
| 30D | -15.5% | +10.8% | -26.3% | -21.6% |
| 3M | -10.3% | +26.5% | -36.8% | -25.3% |
| 6M | +0.6% | +31.1% | -30.5% | -19.9% |
| YTD | -11.5% | +6.6% | -18.2% | -22.1% |
| 1Y | -16.6% | +21.8% | -38.4% | -34.2% |
| 3Y | +193.5% | +1.8% | +191.8% | +122.5% |
| 5Y | -55.8% | -65.6% | +9.8% | +49.5% |
| All | -55.8% | -65.5% | +9.7% | +49.5% |
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