-19.2%
FXI vs AFRM
-25.2%
+5.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +4.4% | -7.5% | +11.9% | +5.1% |
| 30D | +1.2% | -15.7% | +16.9% | +2.8% |
| 3M | -4.2% | -9.6% | +5.4% | -3.6% |
| 6M | -6.2% | +6.3% | -12.5% | -7.5% |
| YTD | -8.8% | -8.6% | -0.2% | -9.3% |
| 1Y | -11.6% | -7.6% | -4.0% | -12.4% |
| 3Y | +45.1% | +173.7% | -128.5% | +21.3% |
| 5Y | -1.2% | -56.9% | +55.7% | -17.5% |
| All | -19.2% | -25.2% | +5.9% | -34.5% |
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