+186.6%
EWT vs AFRM
-25.0%
+211.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.6% | +0.7% |
| 7D | +2.1% | -8.0% | +10.1% | +2.9% |
| 30D | +9.4% | -9.8% | +19.2% | +10.2% |
| 3M | +10.9% | +4.7% | +6.2% | +10.2% |
| 6M | +57.9% | +34.1% | +23.8% | +53.3% |
| YTD | +75.9% | -8.4% | +84.4% | +75.8% |
| 1Y | +89.7% | -22.9% | +112.6% | +91.5% |
| 3Y | +200.9% | +203.3% | -2.4% | +159.4% |
| 5Y | +154.5% | -26.0% | +180.5% | +118.8% |
| All | +186.6% | -25.0% | +211.6% | +141.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling