-29.3%
AFRM vs EL
-52.9%
+23.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.5% | -3.7% |
| 7D | -7.3% | +0.8% | -8.1% | -7.8% |
| 30D | -9.6% | +16.5% | -26.1% | -18.8% |
| 3M | -11.1% | +29.2% | -40.2% | -26.7% |
| 6M | +3.9% | +27.9% | -24.1% | -15.4% |
| YTD | -8.5% | +6.2% | -14.7% | -18.7% |
| 1Y | +3.3% | +27.2% | -23.9% | -20.3% |
| 3Y | +213.7% | +3.2% | +210.5% | +139.4% |
| 5Y | -58.5% | -66.0% | +7.5% | +9.7% |
| All | -29.3% | -52.9% | +23.6% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling