-65.1%
AAL vs FXI
+13.0%
-78.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.9% |
| 7D | -1.3% | -2.8% | +1.5% | +0.1% |
| 30D | -13.7% | -5.3% | -8.4% | -11.4% |
| 3M | -8.2% | +0.3% | -8.5% | -8.6% |
| 6M | +13.1% | -4.6% | +17.7% | +15.4% |
| YTD | -15.6% | -9.1% | -6.5% | -11.9% |
| 1Y | +1.4% | -12.0% | +13.4% | +7.4% |
| 3Y | -7.4% | +38.6% | -46.1% | -25.9% |
| 5Y | -35.9% | -6.6% | -29.4% | -36.5% |
| 10Y | -65.1% | +15.0% | -80.1% | -71.5% |
| All | -65.1% | +13.0% | -78.1% | -71.5% |
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