-29.4%
AFRM vs ESI
+84.3%
-113.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.3% | -5.1% |
| 7D | -7.5% | -3.5% | -4.1% | -5.2% |
| 30D | -15.7% | -9.3% | -6.4% | -8.8% |
| 3M | -9.6% | -12.8% | +3.2% | -0.9% |
| 6M | +6.3% | -24.6% | +30.9% | +28.9% |
| YTD | -8.6% | +32.7% | -41.3% | -47.6% |
| 1Y | -7.6% | +20.3% | -27.9% | -40.5% |
| 3Y | +173.7% | +80.2% | +93.5% | -3.2% |
| 5Y | -56.9% | +40.0% | -96.8% | -78.4% |
| All | -29.4% | +84.3% | -113.7% | -68.0% |
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