+2.0%
IEFA vs AFRM
+7.5%
-5.5%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.1% |
| 7D | -1.1% | -10.3% | +9.2% | +0.4% |
| 30D | +1.3% | -13.7% | +15.0% | +3.1% |
| 3M | -3.2% | -11.6% | +8.4% | -1.9% |
| 6M | +2.0% | +2.1% | -0.1% | +0.2% |
| All | +2.0% | +7.5% | -5.5% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling