+20.0%
FXI vs AA
+48.4%
-28.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.9% |
| 7D | -1.9% | +1.1% | -3.1% | -2.3% |
| 30D | -0.6% | -1.3% | +0.6% | -0.6% |
| 3M | -4.9% | -23.9% | +19.0% | 0.0% |
| 6M | -8.8% | -36.8% | +28.0% | -1.4% |
| YTD | -10.7% | -22.2% | +11.4% | -8.6% |
| 1Y | -15.2% | +10.4% | -25.6% | -19.6% |
| 3Y | +42.5% | +72.0% | -29.5% | +18.9% |
| 5Y | -7.8% | -15.6% | +7.8% | -15.4% |
| 10Y | +20.0% | +47.8% | -27.8% | -10.5% |
| All | +20.0% | +48.4% | -28.4% | -10.5% |
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