-68.6%
AAL vs FXI
+19.2%
-87.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.1% | -4.2% | +4.1% | +2.1% |
| 30D | +11.7% | -1.1% | +12.8% | +12.4% |
| 3M | -12.5% | -4.0% | -8.6% | -10.8% |
| 6M | +3.6% | -11.8% | +15.5% | +10.0% |
| YTD | -14.1% | -11.9% | -2.2% | -8.8% |
| 1Y | +0.8% | -16.1% | +16.9% | +9.6% |
| 3Y | +11.8% | +38.8% | -27.0% | -10.7% |
| 5Y | -35.1% | -9.1% | -26.0% | -34.1% |
| All | -68.6% | +19.2% | -87.8% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 10y: compounded portfolio wealth divided by compounded FXI 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…
10y analysis · Full analysis span regression · 6 months rolling