+295.8%
AFL vs XHB
+215.4%
+80.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.1% |
| 7D | -1.6% | -4.6% | +3.0% | +0.6% |
| 30D | -4.0% | -9.1% | +5.1% | +0.3% |
| 3M | -0.5% | -8.6% | +8.1% | +3.0% |
| 6M | +6.5% | -4.0% | +10.5% | +6.6% |
| YTD | +6.2% | -3.9% | +10.1% | +5.7% |
| 1Y | +8.3% | -16.5% | +24.8% | +15.4% |
| 3Y | +62.5% | +22.6% | +40.0% | +32.4% |
| 5Y | +136.2% | +33.9% | +102.2% | +75.6% |
| All | +295.8% | +215.4% | +80.4% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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