-0.4%
FXI vs AAOX
-93.8%
+93.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -41.8% | +42.8% | +1.6% |
| 7D | +6.9% | -68.8% | +75.7% | +8.5% |
| 30D | +3.5% | -89.7% | +93.2% | +6.7% |
| 3M | -3.2% | -91.4% | +88.2% | -0.3% |
| 6M | -3.5% | -97.7% | +94.1% | +1.3% |
| All | -0.4% | -93.8% | +93.4% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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