+43.7%
ICE vs AFRM
-20.7%
+64.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -1.2% | +3.1% | -4.2% | -1.4% |
| 30D | +5.0% | -4.2% | +9.2% | +5.2% |
| 3M | +13.9% | +10.1% | +3.8% | +12.8% |
| 6M | -4.4% | +39.4% | -43.8% | -7.1% |
| YTD | -1.9% | -3.2% | +1.2% | -2.5% |
| 1Y | -8.1% | -16.1% | +8.0% | -8.1% |
| 3Y | +42.5% | +220.8% | -178.3% | +23.7% |
| 5Y | +40.6% | -17.7% | +58.3% | +21.3% |
| All | +43.7% | -20.7% | +64.4% | +21.5% |
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