+52.7%
IEFA vs AFRM
-21.7%
+74.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +1.2% | +3.1% | -1.9% | +0.9% |
| 30D | -0.6% | -4.2% | +3.6% | -0.3% |
| 3M | +6.2% | +10.1% | -3.9% | +5.1% |
| 6M | +11.2% | +39.4% | -28.2% | +7.7% |
| YTD | +14.2% | -3.2% | +17.3% | +13.5% |
| 1Y | +20.0% | -16.1% | +36.1% | +20.1% |
| 3Y | +68.8% | +220.8% | -152.0% | +44.5% |
| 5Y | +52.7% | -17.7% | +70.3% | +29.5% |
| All | +52.7% | -21.7% | +74.4% | +29.5% |
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 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