-31.7%
AFRM vs FE
+94.4%
-126.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.9% | -2.9% |
| 7D | -5.5% | -0.3% | -5.2% | -5.4% |
| 30D | -15.5% | +3.9% | -19.3% | -16.9% |
| 3M | -10.3% | -0.1% | -10.2% | -10.4% |
| 6M | +0.6% | +6.1% | -5.5% | -2.3% |
| YTD | -11.5% | +8.1% | -19.6% | -15.9% |
| 1Y | -16.6% | +4.4% | -21.0% | -19.4% |
| 3Y | +193.5% | +49.0% | +144.5% | +120.2% |
| 5Y | -55.8% | +46.1% | -101.9% | -64.1% |
| All | -31.7% | +94.4% | -126.1% | -47.6% |
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