+213.9%
FXI vs AFL
+840.6%
-626.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.7% | -1.7% |
| 7D | -1.0% | -0.7% | -0.2% | -0.7% |
| 30D | -3.2% | -7.1% | +3.9% | -0.3% |
| 3M | +1.7% | +0.4% | +1.2% | +1.2% |
| 6M | -1.6% | +4.5% | -6.1% | -3.9% |
| YTD | -7.9% | +6.1% | -14.0% | -10.8% |
| 1Y | -9.6% | +10.6% | -20.2% | -14.2% |
| 3Y | +40.5% | +64.0% | -23.6% | +10.0% |
| 5Y | -6.2% | +133.7% | -140.0% | -38.1% |
| 10Y | +14.2% | +298.0% | -283.9% | -45.3% |
| All | +213.9% | +840.6% | -626.7% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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