+51.8%
ECL vs AFRM
-28.4%
+80.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | +2.9% | -4.4% | +7.3% | +3.2% |
| 30D | +7.5% | -7.7% | +15.2% | +8.1% |
| 3M | +12.2% | -16.9% | +29.1% | +13.6% |
| 6M | +24.6% | +2.5% | +22.1% | +23.7% |
| YTD | +18.8% | -12.5% | +31.3% | +18.8% |
| 1Y | +19.3% | -11.0% | +30.4% | +19.0% |
| 3Y | +78.2% | +184.6% | -106.4% | +52.7% |
| 5Y | +38.8% | -56.3% | +95.1% | +15.9% |
| All | +51.8% | -28.4% | +80.1% | +25.6% |
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