+229.9%
AFRM vs ELF
-19.9%
+249.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.3% |
| 7D | -7.0% | +5.4% | -12.3% | -8.6% |
| 30D | -7.8% | +27.0% | -34.8% | -15.0% |
| 3M | +5.3% | +113.2% | -107.9% | -18.2% |
| 6M | +42.6% | +36.6% | +6.1% | +26.6% |
| YTD | -2.8% | +44.2% | -47.0% | -16.1% |
| 1Y | -19.3% | -18.0% | -1.3% | -18.5% |
| All | +229.9% | -19.9% | +249.8% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling