-21.0%
FXI vs AFRM
-25.4%
+4.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.7% |
| 7D | -1.9% | -10.3% | +8.3% | -1.0% |
| 30D | -0.6% | -13.7% | +13.1% | +0.6% |
| 3M | -4.9% | -11.6% | +6.7% | -4.1% |
| 6M | -8.8% | +2.1% | -10.9% | -9.6% |
| YTD | -10.7% | -8.9% | -1.9% | -11.2% |
| 1Y | -15.2% | -9.7% | -5.5% | -15.8% |
| 3Y | +42.5% | +202.5% | -160.0% | +17.8% |
| 5Y | -7.8% | -55.3% | +47.5% | -23.0% |
| All | -21.0% | -25.4% | +4.4% | -35.9% |
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