-31.7%
AFRM vs XHB
+75.8%
-107.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -0.3% |
| 7D | -5.5% | -2.4% | -3.0% | -2.1% |
| 30D | -15.5% | +7.1% | -22.5% | -24.4% |
| 3M | -10.3% | -6.0% | -4.3% | -1.9% |
| 6M | +0.6% | +2.1% | -1.4% | -4.5% |
| YTD | -11.5% | -0.6% | -10.9% | -16.0% |
| 1Y | -16.6% | -3.3% | -13.3% | -17.6% |
| 3Y | +193.5% | +34.1% | +159.4% | +40.7% |
| 5Y | -55.8% | +28.6% | -84.4% | -76.6% |
| All | -31.7% | +75.8% | -107.5% | -72.3% |
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