-25.2%
AFRM vs ELF
+351.4%
-376.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +1.8% |
| 7D | +3.1% | -1.2% | +4.2% | +3.5% |
| 30D | -4.2% | +5.9% | -10.1% | -7.0% |
| 3M | +10.1% | +99.5% | -89.4% | -20.9% |
| 6M | +39.4% | +26.5% | +12.9% | +21.6% |
| YTD | -3.2% | +37.2% | -40.3% | -20.2% |
| 1Y | -16.1% | -24.4% | +8.3% | -12.3% |
| 3Y | +220.8% | -23.3% | +244.1% | +155.0% |
| 5Y | -17.7% | +245.2% | -262.8% | -89.3% |
| All | -25.2% | +351.4% | -376.6% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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