-18.4%
FXI vs AFRM
-20.7%
+2.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -1.0% | +3.1% | -4.0% | -1.3% |
| 30D | -3.2% | -4.2% | +1.0% | -3.0% |
| 3M | +1.7% | +10.1% | -8.4% | +0.4% |
| 6M | -1.6% | +39.4% | -41.0% | -5.4% |
| YTD | -7.9% | -3.2% | -4.7% | -8.7% |
| 1Y | -9.6% | -16.1% | +6.4% | -9.6% |
| 3Y | +40.5% | +220.8% | -180.3% | +14.9% |
| 5Y | -6.2% | -17.7% | +11.4% | -24.0% |
| All | -18.4% | -20.7% | +2.3% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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