+42.6%
FXI vs AFRM
+203.8%
-161.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.2% |
| 7D | +5.7% | -7.3% | +12.9% | +6.2% |
| 30D | +4.6% | -9.6% | +14.1% | +5.2% |
| 3M | -2.8% | -11.1% | +8.3% | -2.2% |
| 6M | -6.1% | +3.9% | -9.9% | -6.8% |
| YTD | -8.0% | -8.5% | +0.5% | -8.4% |
| 1Y | -11.3% | +3.3% | -14.6% | -12.6% |
| 3Y | +42.6% | +213.7% | -171.1% | +28.4% |
| All | +42.6% | +203.8% | -161.2% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling