-42.7%
ACHR vs FXI
-11.5%
-31.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.9% |
| 7D | -0.7% | +1.0% | -1.7% | -1.4% |
| 30D | +9.8% | -0.6% | +10.4% | +10.1% |
| 3M | -10.5% | +1.9% | -12.4% | -11.5% |
| 6M | -15.5% | -0.2% | -15.4% | -15.0% |
| YTD | -24.1% | -5.6% | -18.5% | -20.6% |
| 1Y | -32.4% | -4.7% | -27.8% | -29.7% |
| 3Y | -11.6% | +38.0% | -49.6% | -28.6% |
| 5Y | -42.9% | -2.7% | -40.2% | -45.9% |
| All | -42.7% | -11.5% | -31.3% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling