-44.0%
ACHR vs FXI
-14.9%
-29.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.1% |
| 7D | -2.3% | -3.9% | +1.6% | +0.4% |
| 30D | -11.3% | -2.1% | -9.2% | -10.1% |
| 3M | +5.3% | -0.5% | +5.7% | +5.6% |
| 6M | -13.2% | -4.5% | -8.7% | -10.1% |
| YTD | -25.8% | -9.2% | -16.5% | -20.3% |
| 1Y | -34.3% | -13.8% | -20.5% | -26.9% |
| 3Y | -19.9% | +36.6% | -56.5% | -34.7% |
| 5Y | -42.7% | -6.7% | -36.0% | -44.1% |
| All | -44.0% | -14.9% | -29.1% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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