+221.8%
FXI vs AA
-20.2%
+242.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.2% |
| 7D | +1.0% | -0.7% | +1.7% | +1.2% |
| 30D | -0.6% | +5.0% | -5.5% | -2.5% |
| 3M | +1.9% | -35.8% | +37.7% | +16.1% |
| 6M | -0.2% | -18.4% | +18.2% | +3.4% |
| YTD | -5.6% | -5.5% | -0.1% | -7.7% |
| 1Y | -4.7% | +61.0% | -65.6% | -23.3% |
| 3Y | +38.0% | +66.2% | -28.2% | +1.7% |
| 5Y | -2.7% | +11.4% | -14.1% | -26.3% |
| 10Y | +19.9% | +116.9% | -97.0% | -49.2% |
| All | +221.8% | -20.2% | +242.0% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling