+879.2%
AXP vs FXI
+213.1%
+666.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.8% |
| 7D | +0.4% | +6.9% | -6.5% | -3.1% |
| 30D | +7.0% | +3.5% | +3.6% | +5.0% |
| 3M | -6.6% | -3.2% | -3.4% | -5.3% |
| 6M | +3.5% | -3.5% | +7.0% | +4.7% |
| YTD | -11.2% | -8.1% | -3.1% | -8.1% |
| 1Y | -10.2% | -10.5% | +0.4% | -5.8% |
| 3Y | +120.0% | +43.0% | +77.0% | +69.4% |
| 5Y | +95.6% | -0.1% | +95.7% | +72.9% |
| 10Y | +468.1% | +22.7% | +445.4% | +331.5% |
| All | +879.2% | +213.1% | +666.0% | +372.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling