-10.6%
AFRM vs ESI
+19.1%
-29.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.3% | -1.7% |
| 7D | -7.5% | -3.5% | -4.1% | -6.7% |
| 30D | -15.7% | -9.3% | -6.4% | -13.3% |
| 3M | -9.6% | -12.8% | +3.2% | -6.1% |
| 6M | +6.3% | -24.6% | +30.9% | +14.2% |
| YTD | -8.6% | +32.7% | -41.3% | -28.4% |
| All | -10.6% | +19.1% | -29.7% | -23.9% |
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