+119.7%
AXP vs FXI
+41.7%
+78.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | +0.4% | +6.9% | -6.5% | -0.8% |
| 30D | +7.0% | +3.5% | +3.6% | +6.3% |
| 3M | -6.6% | -3.2% | -3.4% | -6.1% |
| 6M | +3.5% | -3.5% | +7.0% | +4.0% |
| YTD | -11.2% | -8.1% | -3.1% | -10.0% |
| 1Y | -10.2% | -10.5% | +0.4% | -8.5% |
| All | +119.7% | +41.7% | +78.0% | +115.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling