+47.6%
ECL vs AFRM
-25.1%
+72.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | -0.8% | -7.3% | +6.5% | -0.2% |
| 30D | +8.1% | -9.6% | +17.7% | +8.9% |
| 3M | +6.4% | -11.1% | +17.4% | +7.1% |
| 6M | +14.8% | +3.9% | +10.9% | +13.8% |
| YTD | +15.5% | -8.5% | +24.0% | +15.1% |
| 1Y | +20.1% | +3.3% | +16.9% | +18.3% |
| 3Y | +77.8% | +213.7% | -136.0% | +50.7% |
| 5Y | +37.9% | -58.5% | +96.4% | +14.8% |
| All | +47.6% | -25.1% | +72.6% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling