-8.4%
FXI vs AEE
+56.4%
-64.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -4.2% | +1.7% | -5.9% | -4.4% |
| 30D | -1.1% | +9.7% | -10.9% | -2.1% |
| 3M | -4.0% | +5.9% | -9.9% | -4.6% |
| 6M | -11.8% | +6.7% | -18.5% | -12.7% |
| YTD | -11.9% | +17.4% | -29.3% | -13.9% |
| 1Y | -16.1% | +12.7% | -28.8% | -17.6% |
| 3Y | +38.8% | +68.2% | -29.4% | +28.3% |
| All | -8.4% | +56.4% | -64.8% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 5y: compounded portfolio wealth divided by compounded AEE 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…
5y analysis · Full analysis span regression · 6 months rolling