+40.1%
FXI vs AFRM
+232.3%
-192.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.2% | +1.7% |
| 7D | +1.0% | -7.0% | +8.0% | +1.5% |
| 30D | -0.6% | -7.8% | +7.2% | -0.1% |
| 3M | +1.9% | +5.3% | -3.4% | +1.2% |
| 6M | -0.2% | +42.6% | -42.8% | -3.4% |
| YTD | -5.6% | -2.8% | -2.8% | -6.3% |
| 1Y | -4.7% | -19.3% | +14.6% | -4.4% |
| All | +40.1% | +232.3% | -192.3% | +18.2% |
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