-58.3%
AFRM vs ESI
+28.5%
-86.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -4.2% |
| 7D | -7.3% | -8.5% | +1.2% | +1.1% |
| 30D | -9.6% | -15.7% | +6.1% | +6.4% |
| 3M | -11.1% | -18.2% | +7.2% | +5.2% |
| 6M | +3.9% | -28.8% | +32.7% | +34.6% |
| YTD | -8.5% | +26.3% | -34.7% | -49.1% |
| 1Y | +3.3% | +18.2% | -15.0% | -37.4% |
| 3Y | +213.7% | +68.1% | +145.6% | -5.6% |
| All | -58.3% | +28.5% | -86.8% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling