+213.9%
FXI vs AIG
-90.6%
+304.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.4% | -2.0% |
| 7D | -1.0% | -1.6% | +0.6% | -0.6% |
| 30D | -3.2% | -5.2% | +2.0% | -2.2% |
| 3M | +1.7% | +1.5% | +0.2% | +1.2% |
| 6M | -1.6% | -3.9% | +2.4% | -1.0% |
| YTD | -7.9% | -11.6% | +3.7% | -5.9% |
| 1Y | -9.6% | -2.9% | -6.7% | -9.7% |
| 3Y | +40.5% | +33.7% | +6.7% | +30.3% |
| 5Y | -6.2% | +52.7% | -58.9% | -16.3% |
| 10Y | +14.2% | +62.6% | -48.5% | -5.0% |
| All | +213.9% | -90.6% | +304.5% | +351.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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