+200.3%
FXI vs AEIS
+2,072.5%
-1,872.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.1% |
| 7D | -4.2% | +11.5% | -15.7% | -7.4% |
| 30D | -1.1% | -15.8% | +14.6% | +1.9% |
| 3M | -4.0% | -33.3% | +29.4% | +4.6% |
| 6M | -11.8% | -35.2% | +23.4% | -5.9% |
| YTD | -11.9% | +5.0% | -16.9% | -20.2% |
| 1Y | -16.1% | +8.5% | -24.6% | -24.9% |
| 3Y | +38.8% | +152.9% | -114.1% | -9.3% |
| 5Y | -9.1% | +144.6% | -153.7% | -41.8% |
| 10Y | +18.4% | +337.1% | -318.7% | -45.3% |
| All | +200.3% | +2,072.5% | -1,872.2% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling