+416.0%
AAOI vs FXI
+17.1%
+398.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.7% |
| 7D | -0.2% | -3.9% | +3.7% | +2.5% |
| 30D | -23.7% | -2.1% | -21.6% | -22.6% |
| 3M | -39.0% | -0.5% | -38.6% | -39.1% |
| 6M | -17.0% | -4.5% | -12.5% | -13.1% |
| YTD | +202.2% | -9.2% | +211.5% | +228.2% |
| 1Y | +292.4% | -13.8% | +306.2% | +343.9% |
| 3Y | +804.4% | +36.6% | +767.8% | +642.4% |
| 5Y | +1,318.0% | -6.7% | +1,324.7% | +1,417.6% |
| All | +416.0% | +17.1% | +398.9% | +402.2% |
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