+200.3%
FXI vs AME
+2,959.2%
-2,759.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | -4.2% | +5.9% | -10.1% | -7.6% |
| 30D | -1.1% | -1.9% | +0.8% | -0.8% |
| 3M | -4.0% | -5.4% | +1.4% | -1.9% |
| 6M | -11.8% | +4.9% | -16.8% | -16.0% |
| YTD | -11.9% | +18.5% | -30.4% | -22.6% |
| 1Y | -16.1% | +25.5% | -41.6% | -29.0% |
| 3Y | +38.8% | +63.0% | -24.2% | -4.5% |
| 5Y | -9.1% | +78.3% | -87.4% | -42.4% |
| 10Y | +18.4% | +447.1% | -428.7% | -69.8% |
| All | +200.3% | +2,959.2% | -2,759.0% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling