-11.0%
AFRM vs ELF
+53.2%
-64.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -2.3% |
| 7D | -4.4% | +1.6% | -6.0% | -4.9% |
| 30D | -7.7% | +9.1% | -16.8% | -10.0% |
| 3M | -16.9% | +28.2% | -45.0% | -22.7% |
| 6M | +2.5% | +119.5% | -117.1% | -19.0% |
| YTD | -12.5% | +55.2% | -67.7% | -23.2% |
| 1Y | -11.0% | +58.6% | -69.6% | -23.7% |
| All | -11.0% | +53.2% | -64.2% | -23.7% |
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