+22.5%
FXI vs ALLE
+260.9%
-238.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | +1.0% | -0.2% | +1.3% | +1.1% |
| 30D | -0.6% | -6.8% | +6.2% | +1.7% |
| 3M | +1.9% | +21.0% | -19.1% | -5.1% |
| 6M | -0.2% | +1.1% | -1.3% | -1.3% |
| YTD | -5.6% | -0.5% | -5.1% | -6.6% |
| 1Y | -4.7% | -7.3% | +2.6% | -3.5% |
| 3Y | +38.0% | +42.3% | -4.2% | +17.8% |
| 5Y | -2.7% | +13.5% | -16.1% | -11.7% |
| 10Y | +19.9% | +144.0% | -124.1% | -24.0% |
| All | +22.5% | +260.9% | -238.4% | -32.8% |
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 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