-22.5%
AAL vs FXI
+165.2%
-187.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | +0.1% |
| 7D | +10.1% | +3.7% | +6.4% | +7.7% |
| 30D | +10.6% | +0.5% | +10.1% | +10.3% |
| 3M | -5.9% | -5.7% | -0.2% | -2.6% |
| 6M | +5.7% | -6.9% | +12.6% | +9.6% |
| YTD | -8.0% | -9.5% | +1.5% | -3.0% |
| 1Y | +6.0% | -14.0% | +20.0% | +15.3% |
| 3Y | +19.6% | +44.5% | -25.0% | -10.7% |
| 5Y | -34.6% | -2.8% | -31.8% | -40.2% |
| 10Y | -65.5% | +20.3% | -85.8% | -73.4% |
| All | -22.5% | +165.2% | -187.6% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling