-14.5%
ELAN vs AFRM
-28.4%
+13.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +4.0% | -4.4% | +8.4% | +4.7% |
| 30D | +18.8% | -7.7% | +26.4% | +20.1% |
| 3M | +19.0% | -16.9% | +35.8% | +21.8% |
| 6M | +22.8% | +2.5% | +20.4% | +21.6% |
| YTD | +18.3% | -12.5% | +30.9% | +18.7% |
| 1Y | +21.8% | -11.0% | +32.8% | +21.7% |
| 3Y | +153.8% | +184.6% | -30.7% | +99.3% |
| 5Y | -18.9% | -56.3% | +37.4% | -38.4% |
| All | -14.5% | -28.4% | +13.9% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling