+221.8%
FXI vs AEM
+1,771.8%
-1,550.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +1.0% | -0.5% | +1.6% | +1.1% |
| 30D | -0.6% | +24.0% | -24.6% | -4.3% |
| 3M | +1.9% | +16.1% | -14.2% | -1.2% |
| 6M | -0.2% | -11.6% | +11.5% | +1.0% |
| YTD | -5.6% | +21.5% | -27.1% | -9.8% |
| 1Y | -4.7% | +39.2% | -43.8% | -11.3% |
| 3Y | +38.0% | +347.4% | -309.4% | +4.2% |
| 5Y | -2.7% | +290.1% | -292.8% | -26.0% |
| 10Y | +19.9% | +357.8% | -337.9% | -16.5% |
| All | +221.8% | +1,771.8% | -1,550.0% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling