+40.5%
FXI vs AA
+89.1%
-48.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -3.2% |
| 7D | -1.0% | +1.7% | -2.6% | -1.3% |
| 30D | -3.2% | +3.3% | -6.6% | -4.1% |
| 3M | +1.7% | -29.4% | +31.1% | +8.6% |
| 6M | -1.6% | -12.8% | +11.3% | -0.6% |
| YTD | -7.9% | -2.1% | -5.8% | -10.1% |
| 1Y | -9.6% | +62.8% | -72.4% | -22.7% |
| 3Y | +40.5% | +90.5% | -50.0% | +11.6% |
| All | +40.5% | +89.1% | -48.7% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling