+12.8%
EIX vs AFRM
+192.6%
-179.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +1.4% | -4.4% | +5.8% | +1.6% |
| 30D | +8.5% | -7.7% | +16.2% | +9.0% |
| 3M | -13.5% | -16.9% | +3.4% | -12.6% |
| 6M | -12.4% | +2.5% | -14.8% | -12.8% |
| YTD | +5.9% | -12.5% | +18.4% | +6.2% |
| 1Y | +7.6% | -11.0% | +18.6% | +7.6% |
| 3Y | +12.8% | +184.6% | -171.8% | -2.8% |
| All | +12.8% | +192.6% | -179.9% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling