+51.1%
ECL vs AFRM
-25.4%
+76.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.4% |
| 7D | -2.3% | -10.3% | +8.0% | -1.4% |
| 30D | +8.3% | -13.7% | +22.0% | +9.5% |
| 3M | +8.4% | -11.6% | +20.0% | +9.2% |
| 6M | +23.3% | +2.1% | +21.2% | +22.4% |
| YTD | +18.2% | -8.9% | +27.1% | +17.9% |
| 1Y | +18.8% | -9.7% | +28.5% | +18.3% |
| 3Y | +78.5% | +202.5% | -124.0% | +52.1% |
| 5Y | +40.1% | -55.3% | +95.4% | +16.6% |
| All | +51.1% | -25.4% | +76.4% | +24.6% |
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