+14.2%
FXI vs AMC
-98.9%
+113.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.4% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -3.2% | -1.2% | -2.1% | -3.2% |
| 3M | +1.7% | +42.2% | -40.5% | +0.8% |
| 6M | -1.6% | +118.8% | -120.4% | -3.3% |
| YTD | -7.9% | +64.1% | -72.0% | -9.1% |
| 1Y | -9.6% | -9.5% | -0.1% | -10.0% |
| 3Y | +40.5% | -64.3% | +104.8% | +40.3% |
| 5Y | -6.2% | -99.5% | +93.2% | -2.9% |
| 10Y | +14.2% | -98.9% | +113.1% | +14.8% |
| All | +14.2% | -98.9% | +113.1% | +14.8% |
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