+221.8%
FXI vs AME
+2,899.4%
-2,677.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.6% |
| 7D | +1.0% | +0.6% | +0.4% | +0.6% |
| 30D | -0.6% | -6.7% | +6.1% | +3.5% |
| 3M | +1.9% | +4.1% | -2.2% | -1.4% |
| 6M | -0.2% | +1.6% | -1.7% | -2.4% |
| YTD | -5.6% | +16.1% | -21.7% | -15.2% |
| 1Y | -4.7% | +27.3% | -32.0% | -19.6% |
| 3Y | +38.0% | +50.9% | -12.8% | +0.6% |
| 5Y | -2.7% | +81.4% | -84.0% | -38.7% |
| 10Y | +19.9% | +417.0% | -397.0% | -67.9% |
| All | +221.8% | +2,899.4% | -2,677.6% | -71.1% |
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