-24.9%
AFRM vs ESI
+101.4%
-126.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.6% | -5.6% |
| 7D | -7.0% | +3.3% | -10.3% | -10.2% |
| 30D | -7.8% | -5.9% | -1.9% | -2.9% |
| 3M | +5.3% | -14.1% | +19.4% | +16.6% |
| 6M | +42.6% | +6.6% | +36.1% | +17.2% |
| YTD | -2.8% | +45.0% | -47.8% | -47.1% |
| 1Y | -19.3% | +41.5% | -60.8% | -55.2% |
| 3Y | +231.0% | +78.8% | +152.2% | +28.3% |
| 5Y | -22.2% | +70.9% | -93.1% | -64.6% |
| All | -24.9% | +101.4% | -126.3% | -67.7% |
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