+61.4%
AFL vs XHB
+21.1%
+40.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.1% |
| 7D | -3.3% | -5.2% | +2.0% | -2.5% |
| 30D | -5.0% | -12.1% | +7.2% | -3.2% |
| 3M | -1.8% | -6.2% | +4.5% | -1.2% |
| 6M | +4.8% | -6.7% | +11.5% | +5.3% |
| YTD | +5.4% | -5.5% | +10.9% | +5.5% |
| 1Y | +9.0% | -15.6% | +24.6% | +11.3% |
| All | +61.4% | +21.1% | +40.3% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling