+18.1%
IEFA vs AFRM
-24.5%
+42.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.4% | -8.5% | +6.1% | -1.6% |
| 30D | -2.1% | -11.4% | +9.3% | -1.1% |
| 3M | +5.5% | +8.2% | -2.7% | +4.5% |
| 6M | +8.1% | +36.6% | -28.5% | +4.3% |
| YTD | +11.9% | -8.7% | +20.6% | +10.4% |
| 1Y | +18.1% | -19.9% | +38.0% | +16.3% |
| All | +18.1% | -24.5% | +42.5% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling