+36.0%
FXI vs AU
+574.0%
-538.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.1% |
| 7D | -2.8% | -7.0% | +4.2% | -2.0% |
| 30D | -3.7% | +7.3% | -11.0% | -4.6% |
| 3M | -0.4% | +33.2% | -33.6% | -4.1% |
| 6M | -5.4% | -0.6% | -4.8% | -6.2% |
| YTD | -9.6% | +26.2% | -35.8% | -13.1% |
| 1Y | -11.9% | +68.3% | -80.2% | -18.4% |
| All | +36.0% | +574.0% | -538.0% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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