-31.6%
AFRM vs FE
+94.3%
-125.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -8.4% | -0.5% | -7.8% | -8.1% |
| 30D | -18.3% | +4.3% | -22.6% | -19.8% |
| 3M | -12.7% | +0.4% | -13.1% | -13.0% |
| 6M | +3.0% | +6.9% | -3.9% | -0.4% |
| YTD | -11.4% | +8.0% | -19.4% | -15.8% |
| 1Y | -13.3% | +4.8% | -18.2% | -16.4% |
| 3Y | +194.0% | +49.0% | +145.1% | +120.6% |
| 5Y | -50.6% | +46.2% | -96.8% | -59.8% |
| All | -31.6% | +94.3% | -125.9% | -47.5% |
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