-43.8%
ACHR vs FXI
-6.0%
-37.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.4% | -4.7% |
| 7D | -2.7% | -2.8% | +0.1% | -0.7% |
| 30D | -12.1% | -5.3% | -6.8% | -8.9% |
| 3M | +3.4% | +0.3% | +3.0% | +3.1% |
| 6M | -15.6% | -4.6% | -11.1% | -12.5% |
| YTD | -26.9% | -9.1% | -17.8% | -21.4% |
| 1Y | -34.8% | -12.0% | -22.8% | -28.2% |
| 3Y | -19.2% | +38.6% | -57.9% | -35.5% |
| 5Y | -43.8% | -6.6% | -37.2% | -44.2% |
| All | -43.8% | -6.0% | -37.8% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling