+41.2%
ELV vs AFRM
-28.4%
+69.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +1.0% | -4.4% | +5.4% | +1.0% |
| 30D | +0.4% | -7.7% | +8.0% | +0.5% |
| 3M | +8.4% | -16.9% | +25.2% | +8.6% |
| 6M | +8.4% | +2.5% | +5.9% | +8.3% |
| YTD | +24.4% | -12.5% | +36.9% | +24.4% |
| 1Y | +33.5% | -11.0% | +44.5% | +33.4% |
| 3Y | -2.1% | +184.6% | -186.7% | -4.4% |
| 5Y | +5.8% | -56.3% | +62.1% | -1.0% |
| All | +41.2% | -28.4% | +69.6% | +35.4% |
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 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