+48.0%
IEFA vs AFRM
-56.8%
+104.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +2.2% | -4.4% | +6.6% | +2.6% |
| 30D | +1.1% | -7.7% | +8.7% | +1.7% |
| 3M | -4.3% | -16.9% | +12.6% | -3.0% |
| 6M | +1.4% | +2.5% | -1.1% | +0.7% |
| YTD | +10.1% | -12.5% | +22.6% | +10.1% |
| 1Y | +12.9% | -11.0% | +23.9% | +12.6% |
| 3Y | +65.8% | +184.6% | -118.8% | +42.4% |
| All | +48.0% | -56.8% | +104.8% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling