-6.5%
FXI vs AEIS
+233.3%
-239.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -2.8% | +6.5% | -9.2% | -4.0% |
| 30D | -5.3% | -9.2% | +3.9% | -3.9% |
| 3M | +0.3% | -8.3% | +8.7% | -0.1% |
| 6M | -4.6% | -6.3% | +1.8% | -6.6% |
| YTD | -9.1% | +36.5% | -45.6% | -19.7% |
| 1Y | -12.0% | +84.8% | -96.7% | -28.8% |
| 3Y | +38.6% | +176.6% | -137.9% | -4.3% |
| All | -6.5% | +233.3% | -239.8% | -42.0% |
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