-31.6%
AFRM vs ESI
+83.2%
-114.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -2.4% |
| 7D | -8.4% | -6.6% | -1.7% | -2.7% |
| 30D | -18.3% | -9.8% | -8.4% | -11.0% |
| 3M | -12.7% | -11.9% | -0.8% | -5.3% |
| 6M | +3.0% | -25.1% | +28.1% | +25.7% |
| YTD | -11.4% | +31.9% | -43.3% | -48.9% |
| 1Y | -13.3% | +19.2% | -32.5% | -43.6% |
| 3Y | +194.0% | +76.2% | +117.9% | +7.4% |
| 5Y | -50.6% | +39.4% | -90.0% | -75.1% |
| All | -31.6% | +83.2% | -114.7% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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