-25.2%
AFRM vs XYL
+9.8%
-35.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -4.4% |
| 7D | +3.1% | +1.8% | +1.3% | +0.4% |
| 30D | -4.2% | -9.2% | +5.0% | +9.1% |
| 3M | +10.1% | -0.3% | +10.4% | +8.3% |
| 6M | +39.4% | -11.0% | +50.4% | +57.9% |
| YTD | -3.2% | -19.2% | +16.0% | +23.3% |
| 1Y | -16.1% | -21.2% | +5.1% | +10.4% |
| 3Y | +220.8% | +18.6% | +202.2% | +118.2% |
| 5Y | -17.7% | -14.3% | -3.3% | -17.7% |
| All | -25.2% | +9.8% | -35.0% | -29.5% |
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