+36.7%
ECL vs AFRM
-20.4%
+57.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.3% |
| 7D | -2.6% | -7.0% | +4.4% | -2.1% |
| 30D | -2.2% | -7.8% | +5.6% | -1.6% |
| 3M | +10.1% | +5.3% | +4.8% | +9.4% |
| 6M | -5.7% | +42.6% | -48.4% | -8.9% |
| YTD | +7.0% | -2.8% | +9.8% | +6.3% |
| 1Y | +2.7% | -19.3% | +22.0% | +3.0% |
| 3Y | +57.7% | +231.0% | -173.3% | +32.7% |
| 5Y | +31.1% | -22.2% | +53.4% | +8.3% |
| All | +36.7% | -20.4% | +57.1% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling