+117.0%
AXP vs FXI
-4.2%
+121.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | -2.1% | +1.0% | -3.2% | -2.4% |
| 30D | -6.5% | -0.6% | -6.0% | -6.4% |
| 3M | +4.6% | +1.9% | +2.7% | +4.1% |
| 6M | +5.4% | -0.2% | +5.6% | +5.3% |
| YTD | -11.1% | -5.6% | -5.5% | -10.1% |
| 1Y | -0.3% | -4.7% | +4.4% | +0.5% |
| 3Y | +111.6% | +38.0% | +73.6% | +91.5% |
| All | +117.0% | -4.2% | +121.2% | +126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling