+26.9%
EIX vs AFRM
-23.4%
+50.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.8% | +6.9% | -0.6% |
| 7D | +2.5% | -6.9% | +9.4% | +2.8% |
| 30D | +14.1% | -7.0% | +21.0% | +14.4% |
| 3M | -9.4% | -11.2% | +1.8% | -9.1% |
| 6M | -9.1% | +4.3% | -13.3% | -9.5% |
| YTD | +7.1% | -6.4% | +13.5% | +6.9% |
| 1Y | +13.3% | -2.6% | +15.9% | +12.6% |
| 3Y | +10.9% | +210.6% | -199.7% | +3.0% |
| 5Y | +21.0% | -57.6% | +78.6% | +10.4% |
| All | +26.9% | -23.4% | +50.2% | +14.4% |
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 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