+23.1%
ECL vs AFRM
+8.5%
+14.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.0% | -1.6% | +3.0% |
| 7D | +7.7% | +3.1% | +4.6% | +7.5% |
| 30D | +13.7% | +1.1% | +12.6% | +13.4% |
| 3M | +11.6% | -3.2% | +14.8% | +11.5% |
| 6M | +23.9% | +12.7% | +11.2% | +22.2% |
| YTD | +21.0% | +1.6% | +19.4% | +19.3% |
| 1Y | +23.1% | +5.9% | +17.3% | +21.0% |
| All | +23.1% | +8.5% | +14.6% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 1y: compounded portfolio wealth divided by compounded AFRM 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…
1y analysis · Full analysis span regression · 6 months rolling