-15.2%
FXI vs AA
+6.6%
-21.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.7% |
| 7D | -1.9% | +1.1% | -3.1% | -2.1% |
| 30D | -0.6% | -1.3% | +0.6% | -0.6% |
| 3M | -4.9% | -23.9% | +19.0% | -2.4% |
| 6M | -8.8% | -36.8% | +28.0% | -4.2% |
| YTD | -10.7% | -22.2% | +11.4% | -10.3% |
| 1Y | -15.2% | +10.4% | -25.6% | -18.4% |
| All | -15.2% | +6.6% | -21.9% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling