+25.4%
EIX vs AFRM
-27.4%
+52.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.2% |
| 7D | +1.0% | -8.4% | +9.3% | +1.3% |
| 30D | +8.9% | -18.3% | +27.1% | +9.7% |
| 3M | -9.8% | -12.7% | +2.9% | -9.4% |
| 6M | -10.2% | +3.0% | -13.2% | -10.6% |
| YTD | +5.9% | -11.4% | +17.3% | +5.9% |
| 1Y | +10.9% | -13.3% | +24.2% | +10.9% |
| 3Y | +10.2% | +194.0% | -183.8% | +2.6% |
| 5Y | +17.0% | -50.6% | +67.6% | +7.1% |
| All | +25.4% | -27.4% | +52.9% | +13.4% |
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 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