+213.9%
FXI vs AU
+271.2%
-57.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.3% | -2.3% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -3.2% | +12.8% | -16.0% | -5.4% |
| 3M | +1.7% | +28.5% | -26.8% | -3.3% |
| 6M | -1.6% | +4.8% | -6.4% | -3.8% |
| YTD | -7.9% | +31.0% | -38.9% | -14.0% |
| 1Y | -9.6% | +81.4% | -91.1% | -20.8% |
| 3Y | +40.5% | +618.4% | -578.0% | -7.0% |
| 5Y | -6.2% | +686.3% | -692.5% | -40.3% |
| 10Y | +14.2% | +664.5% | -650.4% | -35.7% |
| All | +213.9% | +271.2% | -57.3% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling