-11.3%
FXI vs AS
+0.9%
-12.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +5.7% | +6.9% | -1.3% | +4.4% |
| 30D | +4.6% | +16.0% | -11.4% | +1.8% |
| 3M | -2.8% | -12.8% | +10.1% | -0.9% |
| 6M | -6.1% | -15.4% | +9.3% | -3.8% |
| YTD | -8.0% | -15.7% | +7.7% | -7.0% |
| 1Y | -11.3% | +6.1% | -17.4% | -11.6% |
| All | -11.3% | +0.9% | -12.2% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling