+14.2%
FXI vs AEM
+369.2%
-355.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.2% |
| 7D | -2.8% | -5.0% | +2.2% | -2.1% |
| 30D | -3.7% | +8.5% | -12.1% | -4.9% |
| 3M | -0.4% | +29.3% | -29.7% | -4.3% |
| 6M | -5.4% | -12.9% | +7.5% | -4.3% |
| YTD | -9.6% | +16.8% | -26.4% | -12.3% |
| 1Y | -11.9% | +29.8% | -41.8% | -16.0% |
| 3Y | +37.8% | +336.7% | -298.9% | +11.1% |
| 5Y | -7.0% | +299.9% | -307.0% | -25.1% |
| All | +14.2% | +369.2% | -355.0% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling