+4.3%
AFRM vs ELF
+76.3%
-72.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.3% | -4.5% | -6.7% |
| 7D | -6.9% | -2.7% | -4.2% | -5.9% |
| 30D | -7.0% | +6.9% | -13.8% | -8.5% |
| 3M | -11.2% | +27.2% | -38.4% | -17.2% |
| 6M | +4.3% | +84.9% | -80.6% | -14.7% |
| All | +4.3% | +76.3% | -72.1% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling