-27.0%
ELAN vs AFRM
-25.2%
-1.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | -6.4% | -8.5% | +2.1% | -5.2% |
| 30D | +0.6% | -11.4% | +11.9% | +2.3% |
| 3M | 0.0% | +8.2% | -8.3% | -1.5% |
| 6M | -3.4% | +36.6% | -40.0% | -8.5% |
| YTD | +1.0% | -8.7% | +9.7% | +1.0% |
| 1Y | +24.7% | -19.9% | +44.6% | +26.0% |
| 3Y | +97.2% | +202.6% | -105.3% | +52.6% |
| 5Y | -31.5% | -45.0% | +13.5% | -48.4% |
| All | -27.0% | -25.2% | -1.8% | -46.8% |
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