-66.8%
SE vs AFRM
-28.4%
-38.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | -0.5% | -4.4% | +3.9% | +0.8% |
| 30D | -20.9% | -7.7% | -13.3% | -19.0% |
| 3M | -38.9% | -16.9% | -22.0% | -35.8% |
| 6M | -19.4% | +2.5% | -21.9% | -21.4% |
| YTD | -40.9% | -12.5% | -28.4% | -40.4% |
| 1Y | -46.2% | -11.0% | -35.2% | -46.3% |
| 3Y | +63.7% | +184.6% | -120.9% | -9.5% |
| 5Y | -77.9% | -56.3% | -21.6% | -84.8% |
| All | -66.8% | -28.4% | -38.4% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling