+96.9%
ENB vs AFRM
-27.4%
+124.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +0.9% |
| 7D | -2.4% | -8.4% | +6.0% | -2.1% |
| 30D | +2.5% | -18.3% | +20.8% | +3.3% |
| 3M | -5.8% | -12.7% | +6.9% | -5.4% |
| 6M | -8.5% | +3.0% | -11.5% | -9.0% |
| YTD | +3.9% | -11.4% | +15.3% | +3.7% |
| 1Y | +3.7% | -13.3% | +17.0% | +3.5% |
| 3Y | +70.1% | +194.0% | -124.0% | +54.3% |
| 5Y | +53.2% | -50.6% | +103.8% | +38.5% |
| All | +96.9% | -27.4% | +124.4% | +75.7% |
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