+20.1%
FXI vs ALLE
+233.6%
-213.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.7% |
| 7D | +4.4% | -0.6% | +5.0% | +4.5% |
| 30D | +1.2% | +26.6% | -25.4% | -6.1% |
| 3M | -4.2% | +13.2% | -17.3% | -8.1% |
| 6M | -6.2% | +42.9% | -49.1% | -16.9% |
| YTD | -8.8% | +21.0% | -29.8% | -15.2% |
| 1Y | -11.6% | +15.2% | -26.8% | -16.6% |
| 3Y | +45.1% | +95.6% | -50.5% | +12.5% |
| 5Y | -1.2% | +53.4% | -54.6% | -18.4% |
| 10Y | +20.1% | +221.5% | -201.4% | -24.2% |
| All | +20.1% | +233.6% | -213.6% | -24.2% |
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