-6.5%
FXI vs AUR
-35.1%
+28.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | -3.9% | +1.4% | -5.3% | -4.0% |
| 30D | -2.1% | -6.4% | +4.3% | -1.7% |
| 3M | -0.5% | +7.7% | -8.2% | -1.5% |
| 6M | -4.5% | +44.5% | -49.0% | -8.4% |
| YTD | -9.2% | +67.4% | -76.7% | -14.2% |
| 1Y | -13.8% | +15.4% | -29.2% | -16.2% |
| 3Y | +36.6% | +94.8% | -58.3% | +17.5% |
| All | -6.5% | -35.1% | +28.6% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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