+14.2%
FXI vs AA
+123.1%
-108.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | +0.4% |
| 7D | -2.8% | -5.4% | +2.6% | -1.8% |
| 30D | -3.7% | -10.7% | +7.0% | -1.7% |
| 3M | -0.4% | -26.2% | +25.8% | +5.0% |
| 6M | -5.4% | -20.9% | +15.5% | -2.6% |
| YTD | -9.6% | -8.6% | -1.0% | -10.1% |
| 1Y | -11.9% | +57.4% | -69.3% | -22.3% |
| 3Y | +37.8% | +77.8% | -40.0% | +14.3% |
| 5Y | -7.0% | +2.7% | -9.7% | -18.1% |
| All | +14.2% | +123.1% | -108.9% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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