-8.4%
FXI vs AFRM
-56.8%
+48.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -4.2% | -4.4% | +0.2% | -3.7% |
| 30D | -1.1% | -7.7% | +6.5% | -0.4% |
| 3M | -4.0% | -16.9% | +12.9% | -2.4% |
| 6M | -11.8% | +2.5% | -14.3% | -12.8% |
| YTD | -11.9% | -12.5% | +0.6% | -12.0% |
| 1Y | -16.1% | -11.0% | -5.1% | -16.6% |
| 3Y | +38.8% | +184.6% | -145.8% | +11.5% |
| All | -8.4% | -56.8% | +48.4% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling