+19.2%
FXI vs AME
+442.0%
-422.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -4.2% | +8.1% | -12.3% | -7.0% |
| 30D | -2.0% | -3.8% | +1.7% | -1.0% |
| 3M | -5.0% | -6.6% | +1.7% | -3.1% |
| 6M | -9.6% | +4.6% | -14.2% | -12.1% |
| YTD | -11.9% | +17.9% | -29.8% | -18.5% |
| 1Y | -16.7% | +23.2% | -39.9% | -24.3% |
| 3Y | +40.6% | +62.9% | -22.3% | +11.1% |
| 5Y | -9.1% | +77.5% | -86.6% | -31.7% |
| All | +19.2% | +442.0% | -422.9% | -42.9% |
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