+80.1%
ECL vs AFRM
+172.4%
-92.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.5% | -7.5% | +7.0% | -0.2% |
| 30D | +8.8% | -15.7% | +24.5% | +9.7% |
| 3M | +7.8% | -9.6% | +17.4% | +8.2% |
| 6M | +21.3% | +6.3% | +15.0% | +20.7% |
| YTD | +17.8% | -8.6% | +26.4% | +17.5% |
| 1Y | +21.1% | -7.6% | +28.7% | +20.6% |
| 3Y | +80.1% | +173.7% | -93.6% | +71.9% |
| All | +80.1% | +172.4% | -92.4% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling