-12.8%
FXI vs AUR
-35.0%
+22.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -2.8% | +11.1% | -13.9% | -3.7% |
| 30D | -5.3% | -6.9% | +1.6% | -4.9% |
| 3M | +0.3% | +5.5% | -5.2% | -0.6% |
| 6M | -4.6% | +41.0% | -45.6% | -8.2% |
| YTD | -9.1% | +69.3% | -78.4% | -14.1% |
| 1Y | -12.0% | +14.0% | -26.0% | -14.3% |
| 3Y | +38.6% | +90.1% | -51.4% | +19.6% |
| 5Y | -6.6% | -34.4% | +27.8% | -18.8% |
| All | -12.8% | -35.0% | +22.2% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling