-6.2%
FXI vs AME
+85.0%
-91.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -1.0% | +2.8% | -3.7% | -1.8% |
| 30D | -3.2% | -6.3% | +3.0% | -1.5% |
| 3M | +1.7% | +5.4% | -3.7% | -0.4% |
| 6M | -1.6% | +7.4% | -9.0% | -4.3% |
| YTD | -7.9% | +16.2% | -24.1% | -12.7% |
| 1Y | -9.6% | +26.8% | -36.4% | -16.8% |
| 3Y | +40.5% | +57.5% | -17.1% | +16.5% |
| 5Y | -6.2% | +84.8% | -91.1% | -29.0% |
| All | -6.2% | +85.0% | -91.3% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling