+213.9%
FXI vs AON
+1,339.7%
-1,125.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.5% |
| 7D | -1.0% | -3.2% | +2.3% | +0.4% |
| 30D | -3.2% | -11.9% | +8.6% | +1.7% |
| 3M | +1.7% | -2.9% | +4.5% | +2.1% |
| 6M | -1.6% | -6.8% | +5.3% | 0.0% |
| YTD | -7.9% | -10.1% | +2.2% | -5.6% |
| 1Y | -9.6% | -14.2% | +4.6% | -5.8% |
| 3Y | +40.5% | -3.3% | +43.7% | +35.2% |
| 5Y | -6.2% | +13.6% | -19.8% | -18.8% |
| 10Y | +14.2% | +209.2% | -195.0% | -46.4% |
| All | +213.9% | +1,339.7% | -1,125.8% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling