-1.2%
FXI vs ALLE
+49.9%
-51.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.3% |
| 7D | +5.7% | -0.6% | +6.2% | +5.8% |
| 30D | +4.6% | +25.3% | -20.8% | -1.8% |
| 3M | -2.8% | +10.3% | -13.1% | -5.5% |
| 6M | -6.1% | +38.0% | -44.1% | -14.8% |
| YTD | -8.0% | +17.8% | -25.8% | -13.0% |
| 1Y | -11.3% | +13.6% | -24.9% | -15.2% |
| 3Y | +42.6% | +89.2% | -46.6% | +12.7% |
| All | -1.2% | +49.9% | -51.1% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling