+64.9%
EFA vs AFRM
-28.4%
+93.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +2.2% | -4.4% | +6.6% | +2.6% |
| 30D | +1.4% | -7.7% | +9.0% | +1.9% |
| 3M | -4.2% | -16.9% | +12.7% | -3.0% |
| 6M | +1.9% | +2.5% | -0.6% | +1.3% |
| YTD | +10.2% | -12.5% | +22.7% | +10.2% |
| 1Y | +12.8% | -11.0% | +23.8% | +12.6% |
| 3Y | +65.2% | +184.6% | -119.4% | +45.6% |
| 5Y | +49.8% | -56.3% | +106.1% | +32.1% |
| All | +64.9% | -28.4% | +93.2% | +41.8% |
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