+711.6%
AFL vs XHB
+173.9%
+537.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.5% |
| 7D | +0.6% | -1.3% | +1.9% | +1.3% |
| 30D | -6.2% | -6.9% | +0.7% | -2.4% |
| 3M | +2.2% | -1.3% | +3.4% | +1.6% |
| 6M | +5.3% | -6.8% | +12.1% | +7.3% |
| YTD | +8.0% | +0.7% | +7.2% | +4.3% |
| 1Y | +10.2% | -11.2% | +21.5% | +14.4% |
| 3Y | +67.1% | +25.3% | +41.7% | +31.5% |
| 5Y | +135.6% | +37.3% | +98.3% | +66.8% |
| 10Y | +299.4% | +211.5% | +87.8% | +56.4% |
| All | +711.6% | +173.9% | +537.7% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling