-27.8%
AAL vs FXI
+176.5%
-204.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.3% |
| 7D | -3.7% | +1.0% | -4.8% | -4.3% |
| 30D | -20.8% | -0.6% | -20.3% | -20.6% |
| 3M | -1.3% | +1.9% | -3.2% | -2.9% |
| 6M | +5.4% | -0.2% | +5.5% | +5.0% |
| YTD | -14.4% | -5.6% | -8.8% | -11.9% |
| 1Y | +2.1% | -4.7% | +6.8% | +4.1% |
| 3Y | -10.6% | +38.0% | -48.6% | -31.2% |
| 5Y | -32.2% | -2.7% | -29.5% | -38.4% |
| 10Y | -62.7% | +19.9% | -82.6% | -71.2% |
| All | -27.8% | +176.5% | -204.3% | -67.6% |
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