+25.3%
EIX vs AFRM
-25.2%
+50.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.7% | -7.5% | +8.3% | +1.0% |
| 30D | +8.8% | -15.7% | +24.5% | +9.5% |
| 3M | -10.9% | -9.6% | -1.3% | -10.6% |
| 6M | -10.3% | +6.3% | -16.6% | -10.8% |
| YTD | +5.8% | -8.6% | +14.4% | +5.7% |
| 1Y | +11.4% | -7.6% | +19.0% | +11.0% |
| 3Y | +11.1% | +173.7% | -162.6% | +3.6% |
| 5Y | +18.5% | -56.9% | +75.4% | +8.2% |
| All | +25.3% | -25.2% | +50.5% | +13.2% |
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