+20.3%
FXI vs ALLE
+217.2%
-196.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | +0.5% | +25.9% | -25.4% | -6.7% |
| 3M | -5.7% | +14.9% | -20.6% | -10.0% |
| 6M | -6.9% | +42.1% | -49.0% | -17.4% |
| YTD | -9.5% | +20.4% | -29.8% | -15.7% |
| 1Y | -14.0% | +14.9% | -28.9% | -18.8% |
| 3Y | +44.5% | +90.1% | -45.6% | +13.0% |
| 5Y | -2.8% | +53.0% | -55.8% | -19.7% |
| 10Y | +20.3% | +208.8% | -188.5% | -23.8% |
| All | +20.3% | +217.2% | -196.9% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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