+23.7%
EIX vs AFRM
-25.1%
+48.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.4% |
| 7D | +1.0% | -7.3% | +8.3% | +1.3% |
| 30D | +9.1% | -9.6% | +18.7% | +9.5% |
| 3M | -10.2% | -11.1% | +0.8% | -9.9% |
| 6M | -11.2% | +3.9% | -15.1% | -11.6% |
| YTD | +4.5% | -8.5% | +13.0% | +4.3% |
| 1Y | +10.9% | +3.3% | +7.6% | +10.0% |
| 3Y | +8.4% | +213.7% | -205.3% | +0.7% |
| 5Y | +18.0% | -58.5% | +76.5% | +7.8% |
| All | +23.7% | -25.1% | +48.8% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling