+29.9%
ELV vs AFRM
-25.0%
+54.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | -1.2% |
| 7D | -2.2% | -8.0% | +5.8% | -2.1% |
| 30D | -0.2% | -9.8% | +9.6% | -0.1% |
| 3M | -6.1% | +4.7% | -10.8% | -6.2% |
| 6M | +42.8% | +34.1% | +8.7% | +42.2% |
| YTD | +14.4% | -8.4% | +22.8% | +14.3% |
| 1Y | +28.6% | -22.9% | +51.5% | +28.7% |
| 3Y | -7.4% | +203.3% | -210.7% | -9.8% |
| 5Y | +14.5% | -26.0% | +40.4% | +10.2% |
| All | +29.9% | -25.0% | +54.9% | +24.5% |
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