+200.3%
FXI vs AEE
+502.3%
-302.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -4.2% | +1.7% | -5.9% | -5.1% |
| 30D | -1.1% | +9.7% | -10.9% | -6.0% |
| 3M | -4.0% | +5.9% | -9.9% | -7.0% |
| 6M | -11.8% | +6.7% | -18.5% | -15.5% |
| YTD | -11.9% | +17.4% | -29.3% | -20.1% |
| 1Y | -16.1% | +12.7% | -28.8% | -22.3% |
| 3Y | +38.8% | +68.2% | -29.4% | +0.4% |
| 5Y | -9.1% | +57.3% | -66.4% | -34.1% |
| 10Y | +18.4% | +220.6% | -202.2% | -55.6% |
| All | +200.3% | +502.3% | -302.0% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling