-29.4%
AFRM vs ET
+375.4%
-404.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.4% |
| 7D | -8.5% | +1.4% | -9.8% | -9.5% |
| 30D | -11.4% | +4.6% | -15.9% | -14.7% |
| 3M | +8.2% | +16.0% | -7.8% | -5.0% |
| 6M | +36.6% | +22.8% | +13.8% | +13.4% |
| YTD | -8.7% | +38.9% | -47.5% | -32.4% |
| 1Y | -19.9% | +34.1% | -54.0% | -39.1% |
| 3Y | +202.6% | +98.8% | +103.8% | +73.4% |
| 5Y | -45.0% | +246.8% | -291.9% | -73.7% |
| All | -29.4% | +375.4% | -404.9% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling