+19.2%
FXI vs AR
+57.4%
-38.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -4.2% | +7.4% | -11.6% | -4.7% |
| 30D | -1.1% | +5.8% | -6.9% | -1.6% |
| 3M | -4.0% | +5.2% | -9.2% | -4.5% |
| 6M | -11.8% | +5.4% | -17.3% | -12.5% |
| YTD | -11.9% | +12.4% | -24.3% | -13.2% |
| 1Y | -16.1% | +12.8% | -28.9% | -17.5% |
| 3Y | +38.8% | +47.2% | -8.4% | +32.2% |
| 5Y | -9.1% | +101.1% | -110.2% | -16.4% |
| All | +19.2% | +57.4% | -38.2% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling