-36.4%
AAL vs FXI
-1.5%
-34.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.3% | +7.8% |
| 7D | +8.3% | +4.4% | +3.9% | +6.3% |
| 30D | +11.0% | +1.2% | +9.7% | +10.4% |
| 3M | -11.2% | -4.2% | -7.0% | -9.7% |
| 6M | +6.1% | -6.2% | +12.3% | +8.5% |
| YTD | -7.6% | -8.8% | +1.2% | -4.4% |
| 1Y | +3.7% | -11.6% | +15.4% | +8.7% |
| 3Y | +20.5% | +45.1% | -24.6% | -0.8% |
| 5Y | -36.4% | -1.2% | -35.2% | -31.1% |
| All | -36.4% | -1.5% | -34.9% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling