+36.6%
FXI vs AON
-7.5%
+44.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.5% |
| 7D | -3.9% | -6.3% | +2.4% | -3.7% |
| 30D | -2.1% | -14.1% | +12.0% | -1.8% |
| 3M | -0.5% | -9.5% | +9.0% | -0.3% |
| 6M | -4.5% | -4.0% | -0.5% | -4.5% |
| YTD | -9.2% | -13.8% | +4.6% | -8.7% |
| 1Y | -13.8% | -18.3% | +4.5% | -12.8% |
| 3Y | +36.6% | -7.2% | +43.8% | +36.8% |
| All | +36.6% | -7.5% | +44.1% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 3y: compounded portfolio wealth divided by compounded AON 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…
3y analysis · Full analysis span regression · 6 months rolling