-6.5%
FXI vs AU
+686.2%
-692.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -3.9% | -4.3% | +0.4% | -3.2% |
| 30D | -2.1% | +7.3% | -9.4% | -3.4% |
| 3M | -0.5% | +26.3% | -26.8% | -4.7% |
| 6M | -4.5% | +1.8% | -6.3% | -6.1% |
| YTD | -9.2% | +26.8% | -36.1% | -14.5% |
| 1Y | -13.8% | +66.7% | -80.5% | -23.1% |
| 3Y | +36.6% | +579.1% | -542.5% | -11.4% |
| All | -6.5% | +686.2% | -692.7% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling