-8.4%
FXI vs AEIS
+142.3%
-150.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.7% |
| 7D | -4.2% | +11.5% | -15.7% | -6.1% |
| 30D | -1.1% | -15.8% | +14.6% | +1.0% |
| 3M | -4.0% | -33.3% | +29.4% | +1.9% |
| 6M | -11.8% | -35.2% | +23.4% | -7.7% |
| YTD | -11.9% | +5.0% | -16.9% | -19.4% |
| 1Y | -16.1% | +8.5% | -24.6% | -24.0% |
| 3Y | +38.8% | +152.9% | -114.1% | -6.1% |
| All | -8.4% | +142.3% | -150.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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