-7.0%
FXI vs AON
+9.0%
-16.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -2.8% | -5.9% | +3.1% | -2.1% |
| 30D | -3.7% | -13.7% | +10.0% | -2.1% |
| 3M | -0.4% | -8.3% | +7.9% | +0.4% |
| 6M | -5.4% | -3.6% | -1.8% | -5.4% |
| YTD | -9.6% | -12.4% | +2.7% | -8.4% |
| 1Y | -11.9% | -14.6% | +2.7% | -10.4% |
| 3Y | +37.8% | -5.7% | +43.6% | +36.9% |
| 5Y | -7.0% | +9.1% | -16.2% | -16.0% |
| All | -7.0% | +9.0% | -16.0% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling