-29.6%
AFRM vs ESI
+90.4%
-120.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | -1.0% |
| 7D | -10.3% | +1.8% | -12.1% | -12.1% |
| 30D | -13.7% | -6.6% | -7.1% | -9.3% |
| 3M | -11.6% | -9.4% | -2.2% | -6.7% |
| 6M | +2.1% | -24.1% | +26.2% | +23.4% |
| YTD | -8.9% | +37.1% | -46.0% | -49.4% |
| 1Y | -9.7% | +24.5% | -34.3% | -43.8% |
| 3Y | +202.5% | +83.2% | +119.3% | +6.3% |
| 5Y | -55.3% | +44.0% | -99.3% | -78.3% |
| All | -29.6% | +90.4% | -120.0% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling