-31.6%
AFRM vs ELF
+412.8%
-444.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.7% |
| 7D | -8.4% | +6.3% | -14.7% | -10.9% |
| 30D | -18.3% | +8.5% | -26.8% | -21.2% |
| 3M | -12.7% | +24.4% | -37.1% | -21.3% |
| 6M | +3.0% | +94.7% | -91.7% | -25.7% |
| YTD | -11.4% | +55.9% | -67.2% | -31.1% |
| 1Y | -13.3% | +48.4% | -61.7% | -31.3% |
| 3Y | +194.0% | +24.6% | +169.4% | +68.2% |
| 5Y | -50.6% | +285.0% | -335.6% | -93.8% |
| All | -31.6% | +412.8% | -444.4% | -93.3% |
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