+14.7%
FXI vs AZO
+296.8%
-282.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -3.9% | -3.6% | -0.3% | -3.2% |
| 30D | -2.1% | -5.6% | +3.5% | -1.1% |
| 3M | -0.5% | -6.6% | +6.2% | +0.6% |
| 6M | -4.5% | -22.5% | +18.0% | -0.2% |
| YTD | -9.2% | -15.2% | +5.9% | -7.1% |
| 1Y | -13.8% | -33.9% | +20.2% | -7.2% |
| 3Y | +36.6% | +11.8% | +24.8% | +30.3% |
| 5Y | -6.7% | +85.5% | -92.2% | -22.5% |
| All | +14.7% | +296.8% | -282.2% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling