-29.4%
AFRM vs XHB
+83.9%
-113.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -5.6% |
| 7D | -7.5% | +1.3% | -8.9% | -9.6% |
| 30D | -15.7% | +11.8% | -27.5% | -29.5% |
| 3M | -9.6% | -3.8% | -5.8% | -4.5% |
| 6M | +6.3% | +4.1% | +2.2% | -2.1% |
| YTD | -8.6% | +4.0% | -12.6% | -19.0% |
| 1Y | -7.6% | +1.6% | -9.2% | -15.4% |
| 3Y | +173.7% | +43.2% | +130.5% | +16.7% |
| 5Y | -56.9% | +35.8% | -92.7% | -78.8% |
| All | -29.4% | +83.9% | -113.3% | -73.3% |
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