+16.4%
EIX vs AFRM
-20.4%
+36.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +0.9% |
| 7D | -19.1% | -7.0% | -12.1% | -18.8% |
| 30D | -16.9% | -7.8% | -9.1% | -16.6% |
| 3M | -20.0% | +5.3% | -25.3% | -20.3% |
| 6M | -21.3% | +42.6% | -64.0% | -22.8% |
| YTD | -1.7% | -2.8% | +1.1% | -2.0% |
| 1Y | +9.6% | -19.3% | +28.9% | +9.8% |
| 3Y | -3.7% | +231.0% | -234.6% | -10.9% |
| 5Y | +22.6% | -22.2% | +44.9% | +11.5% |
| All | +16.4% | -20.4% | +36.8% | +4.9% |
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