+11.2%
EIX vs AFRM
+210.7%
-199.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.8% | +6.9% | -0.5% |
| 7D | +2.5% | -6.9% | +9.4% | +3.0% |
| 30D | +14.1% | -7.0% | +21.0% | +14.5% |
| 3M | -9.4% | -11.2% | +1.8% | -8.9% |
| 6M | -9.1% | +4.3% | -13.3% | -9.6% |
| YTD | +7.1% | -6.4% | +13.5% | +7.0% |
| 1Y | +13.3% | -2.6% | +15.9% | +12.5% |
| All | +11.2% | +210.7% | -199.5% | -3.1% |
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