+407.0%
AXP vs FXI
+19.2%
+387.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.1% | -4.2% | +4.1% | +1.5% |
| 30D | +4.4% | -1.1% | +5.6% | +4.8% |
| 3M | -6.4% | -4.0% | -2.5% | -5.1% |
| 6M | +4.2% | -11.8% | +16.0% | +8.9% |
| YTD | -12.4% | -11.9% | -0.5% | -8.5% |
| 1Y | -11.1% | -16.1% | +5.0% | -5.4% |
| 3Y | +114.9% | +38.8% | +76.1% | +78.2% |
| 5Y | +87.4% | -9.1% | +96.5% | +89.6% |
| All | +407.0% | +19.2% | +387.8% | +327.3% |
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 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