+19.3%
FXI vs ALLE
+327.3%
-308.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| 3M | -2.8% | +10.3% | -13.1% | -6.3% |
| 6M | -6.1% | +38.0% | -44.1% | -16.6% |
| YTD | -8.0% | +17.8% | -25.8% | -14.3% |
| 1Y | -11.3% | +13.6% | -24.9% | -16.3% |
| 3Y | +42.6% | +89.2% | -46.6% | +9.9% |
| 5Y | -0.1% | +51.1% | -51.1% | -18.0% |
| 10Y | +22.7% | +228.1% | -205.4% | -30.7% |
| All | +19.3% | +327.3% | -308.0% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling