+879.7%
AXP vs FXI
+221.5%
+658.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.9% |
| 7D | -2.1% | +1.0% | -3.2% | -2.7% |
| 30D | -6.5% | -0.6% | -6.0% | -6.3% |
| 3M | +4.6% | +1.9% | +2.7% | +3.3% |
| 6M | +5.4% | -0.2% | +5.6% | +4.9% |
| YTD | -11.1% | -5.6% | -5.5% | -9.2% |
| 1Y | -0.3% | -4.7% | +4.4% | +1.1% |
| 3Y | +111.6% | +38.0% | +73.6% | +66.3% |
| 5Y | +117.6% | -2.7% | +120.2% | +95.2% |
| 10Y | +474.1% | +19.9% | +454.2% | +342.9% |
| All | +879.7% | +221.5% | +658.2% | +366.9% |
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