-10.6%
AFRM vs ELF
+57.2%
-67.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.0% |
| 7D | -7.5% | +7.8% | -15.4% | -9.7% |
| 30D | -15.7% | +9.3% | -25.0% | -18.0% |
| 3M | -9.6% | +21.2% | -30.8% | -14.9% |
| 6M | +6.3% | +96.1% | -89.8% | -14.5% |
| YTD | -8.6% | +57.0% | -65.6% | -21.3% |
| All | -10.6% | +57.2% | -67.8% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling