+440.3%
AXP vs FXI
+20.5%
+419.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.4% |
| 7D | -1.1% | +4.4% | -5.5% | -2.8% |
| 30D | +5.2% | +1.2% | +4.0% | +4.7% |
| 3M | -4.6% | -4.2% | -0.4% | -3.1% |
| 6M | +3.2% | -6.2% | +9.4% | +5.4% |
| YTD | -11.3% | -8.8% | -2.5% | -8.7% |
| 1Y | -11.0% | -11.6% | +0.6% | -7.2% |
| 3Y | +120.2% | +45.1% | +75.0% | +79.4% |
| 5Y | +91.7% | -1.2% | +92.9% | +85.4% |
| 10Y | +440.3% | +20.1% | +420.3% | +366.4% |
| All | +440.3% | +20.5% | +419.8% | +366.4% |
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