+65.8%
IEFA vs AFRM
-25.2%
+91.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.4% | -8.5% | +6.1% | -1.8% |
| 30D | -2.1% | -11.4% | +9.3% | -1.3% |
| 3M | +5.5% | +8.2% | -2.7% | +4.7% |
| 6M | +8.1% | +36.6% | -28.5% | +5.2% |
| YTD | +11.9% | -8.7% | +20.6% | +11.8% |
| 1Y | +18.1% | -19.9% | +38.0% | +18.6% |
| 3Y | +65.5% | +202.6% | -137.1% | +44.5% |
| 5Y | +50.1% | -45.0% | +95.1% | +31.1% |
| All | +65.8% | -25.2% | +91.0% | +42.1% |
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