+68.6%
EFA vs AFRM
-25.0%
+93.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.3% | -0.7% |
| 7D | -0.5% | -8.0% | +7.6% | +0.1% |
| 30D | -1.3% | -9.8% | +8.4% | -0.7% |
| 3M | +5.2% | +4.7% | +0.5% | +4.6% |
| 6M | +9.4% | +34.1% | -24.8% | +6.5% |
| YTD | +12.7% | -8.4% | +21.2% | +12.6% |
| 1Y | +19.3% | -22.9% | +42.2% | +20.1% |
| 3Y | +66.3% | +203.3% | -137.0% | +45.4% |
| 5Y | +53.4% | -26.0% | +79.3% | +33.0% |
| All | +68.6% | -25.0% | +93.7% | +44.8% |
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