-29.4%
AFRM vs XYL
+0.2%
-29.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -1.9% |
| 7D | -7.5% | +2.1% | -9.6% | -9.8% |
| 30D | -15.7% | -3.4% | -12.3% | -16.2% |
| 3M | -9.6% | -17.2% | +7.6% | +9.7% |
| 6M | +6.3% | -12.0% | +18.3% | +16.5% |
| YTD | -8.6% | -26.3% | +17.7% | +24.0% |
| 1Y | -7.6% | -33.5% | +25.9% | +46.6% |
| 3Y | +173.7% | +6.4% | +167.2% | +101.9% |
| 5Y | -56.9% | -20.9% | -36.0% | -54.6% |
| All | -29.4% | +0.2% | -29.6% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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