+14.2%
FXI vs AME
+427.9%
-413.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -3.7% | -8.6% | +4.9% | -0.4% |
| 3M | -0.4% | +5.8% | -6.2% | -3.0% |
| 6M | -5.4% | +3.8% | -9.2% | -7.4% |
| YTD | -9.6% | +14.4% | -24.1% | -15.0% |
| 1Y | -11.9% | +25.8% | -37.7% | -20.5% |
| 3Y | +37.8% | +55.2% | -17.3% | +11.5% |
| 5Y | -7.0% | +85.5% | -92.6% | -31.5% |
| All | +14.2% | +427.9% | -413.7% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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