+151.4%
ACN vs FXI
+20.8%
+130.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.4% |
| 7D | -4.0% | -1.9% | -2.1% | -3.4% |
| 30D | +19.0% | -0.6% | +19.6% | +19.2% |
| 3M | +42.2% | -4.9% | +47.1% | +44.5% |
| 6M | +50.1% | -8.8% | +58.9% | +54.4% |
| YTD | -2.7% | -10.7% | +8.0% | +0.4% |
| 1Y | +7.6% | -15.2% | +22.8% | +13.0% |
| 3Y | -15.9% | +42.5% | -58.4% | -28.6% |
| 5Y | -24.4% | -7.8% | -16.5% | -24.1% |
| 10Y | +151.4% | +20.0% | +131.4% | +128.5% |
| All | +151.4% | +20.8% | +130.6% | +128.5% |
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