-16.1%
AFRM vs ESI
+39.5%
-55.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.6% |
| 7D | +3.1% | +5.4% | -2.3% | +0.7% |
| 30D | -4.2% | -4.2% | 0.0% | -2.7% |
| 3M | +10.1% | -9.6% | +19.7% | +11.9% |
| 6M | +39.4% | +18.3% | +21.1% | +19.9% |
| YTD | -3.2% | +45.8% | -49.0% | -31.4% |
| 1Y | -16.1% | +39.2% | -55.2% | -37.9% |
| All | -16.1% | +39.5% | -55.6% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling