+910.3%
XBI vs AFL
+688.4%
+221.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -4.6% | -3.3% | -1.3% | -3.6% |
| 30D | -0.8% | -5.0% | +4.2% | +0.6% |
| 3M | +21.8% | -1.8% | +23.6% | +22.2% |
| 6M | +23.2% | +4.8% | +18.3% | +20.9% |
| YTD | +28.7% | +5.4% | +23.3% | +25.9% |
| 1Y | +67.8% | +9.0% | +58.8% | +62.1% |
| 3Y | +100.6% | +63.0% | +37.6% | +69.4% |
| 5Y | +19.8% | +134.5% | -114.7% | -10.1% |
| 10Y | +159.7% | +298.6% | -138.9% | +60.8% |
| All | +910.3% | +688.4% | +221.8% | +374.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 all: compounded portfolio wealth divided by compounded AFL 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…
all analysis · Full analysis span regression · 6 months rolling