+88.5%
ACN vs FXI
+13.0%
+75.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | -6.3% | -2.8% | -3.5% | -5.5% |
| 30D | -1.4% | -5.3% | +3.9% | +0.4% |
| 3M | +2.6% | +0.3% | +2.2% | +2.5% |
| 6M | -14.3% | -4.6% | -9.7% | -13.2% |
| YTD | -33.1% | -9.1% | -24.0% | -31.3% |
| 1Y | -28.8% | -12.0% | -16.8% | -26.2% |
| 3Y | -43.0% | +38.6% | -81.6% | -51.1% |
| 5Y | -44.0% | -6.6% | -37.4% | -44.3% |
| 10Y | +88.5% | +15.0% | +73.5% | +69.5% |
| All | +88.5% | +13.0% | +75.6% | +69.5% |
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