+20.0%
FXI vs AMC
-98.7%
+118.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.4% |
| 7D | -1.9% | -2.8% | +0.9% | -1.9% |
| 30D | -0.6% | +14.0% | -14.6% | -0.9% |
| 3M | -4.9% | +42.5% | -47.4% | -5.6% |
| 6M | -8.8% | +142.6% | -151.3% | -10.5% |
| YTD | -10.7% | +119.2% | -130.0% | -12.4% |
| 1Y | -15.2% | +40.7% | -56.0% | -16.2% |
| 3Y | +42.5% | -57.3% | +99.8% | +41.9% |
| 5Y | -7.8% | -99.1% | +91.3% | -5.2% |
| 10Y | +20.0% | -98.7% | +118.7% | +20.9% |
| All | +20.0% | -98.7% | +118.7% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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