-29.3%
AFRM vs FE
+92.2%
-121.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.6% |
| 7D | -7.3% | -1.0% | -6.3% | -6.9% |
| 30D | -9.6% | +4.1% | -13.7% | -11.2% |
| 3M | -11.1% | -1.0% | -10.0% | -10.8% |
| 6M | +3.9% | +4.0% | -0.1% | +1.7% |
| YTD | -8.5% | +6.8% | -15.3% | -12.6% |
| 1Y | +3.3% | +5.3% | -2.0% | -0.6% |
| 3Y | +213.7% | +44.6% | +169.1% | +139.6% |
| 5Y | -58.5% | +44.2% | -102.7% | -66.0% |
| All | -29.3% | +92.2% | -121.5% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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