+11.0%
XBI vs AFRM
-20.4%
+31.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.1% |
| 7D | +0.9% | -7.0% | +7.8% | +2.0% |
| 30D | +7.1% | -7.8% | +14.9% | +8.3% |
| 3M | +22.9% | +5.3% | +17.6% | +21.1% |
| 6M | +29.7% | +42.6% | -12.9% | +20.8% |
| YTD | +34.5% | -2.8% | +37.3% | +32.8% |
| 1Y | +76.1% | -19.3% | +95.4% | +77.6% |
| 3Y | +103.2% | +231.0% | -127.8% | +44.1% |
| 5Y | +22.8% | -22.2% | +45.1% | -9.5% |
| All | +11.0% | -20.4% | +31.4% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling