+64.0%
IEFA vs AFRM
-25.4%
+89.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +0.1% |
| 7D | -1.1% | -10.3% | +9.2% | -0.3% |
| 30D | +1.3% | -13.7% | +15.0% | +2.3% |
| 3M | -3.2% | -11.6% | +8.4% | -2.5% |
| 6M | +2.0% | +2.1% | -0.1% | +1.4% |
| YTD | +10.7% | -8.9% | +19.5% | +10.4% |
| 1Y | +13.0% | -9.7% | +22.7% | +12.6% |
| 3Y | +67.1% | +202.5% | -135.3% | +46.5% |
| 5Y | +49.4% | -55.3% | +104.7% | +31.3% |
| All | +64.0% | -25.4% | +89.4% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling