+70.1%
IEFA vs AFRM
-20.4%
+90.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.3% |
| 7D | +0.6% | -7.0% | +7.5% | +1.1% |
| 30D | +1.0% | -7.8% | +8.8% | +1.6% |
| 3M | +4.7% | +5.3% | -0.6% | +4.1% |
| 6M | +8.6% | +42.6% | -34.1% | +5.2% |
| YTD | +14.8% | -2.8% | +17.6% | +14.2% |
| 1Y | +22.6% | -19.3% | +41.9% | +23.1% |
| 3Y | +67.0% | +231.0% | -164.0% | +44.9% |
| 5Y | +52.3% | -22.2% | +74.5% | +31.4% |
| All | +70.1% | -20.4% | +90.6% | +45.2% |
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 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