+1.4%
AAL vs FXI
-11.6%
+13.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | -1.3% | -2.8% | +1.5% | -0.2% |
| 30D | -13.7% | -5.3% | -8.4% | -11.9% |
| 3M | -8.2% | +0.3% | -8.5% | -8.0% |
| 6M | +13.1% | -4.6% | +17.7% | +16.1% |
| YTD | -15.6% | -9.1% | -6.5% | -11.9% |
| 1Y | +1.4% | -12.0% | +13.4% | +6.9% |
| All | +1.4% | -11.6% | +13.0% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling