-2.8%
FXI vs AME
+76.9%
-79.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | +3.7% | -4.1% | +7.8% | +4.7% |
| 30D | +0.5% | -4.1% | +4.6% | +1.4% |
| 3M | -5.7% | -5.6% | -0.1% | -4.6% |
| 6M | -6.9% | +2.8% | -9.8% | -8.5% |
| YTD | -9.5% | +16.6% | -26.1% | -14.8% |
| 1Y | -14.0% | +21.1% | -35.1% | -20.1% |
| 3Y | +44.5% | +61.1% | -16.5% | +17.3% |
| 5Y | -2.8% | +76.6% | -79.4% | -27.8% |
| All | -2.8% | +76.9% | -79.7% | -27.8% |
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