+918.8%
ACN vs FXI
+221.5%
+697.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.8% |
| 7D | -1.5% | +1.0% | -2.6% | -1.9% |
| 30D | +9.4% | -0.6% | +9.9% | +9.5% |
| 3M | +5.6% | +1.9% | +3.7% | +5.0% |
| 6M | -9.3% | -0.2% | -9.1% | -9.5% |
| YTD | -29.0% | -5.6% | -23.4% | -28.0% |
| 1Y | -24.7% | -4.7% | -20.0% | -24.0% |
| 3Y | -39.8% | +38.0% | -77.9% | -48.2% |
| 5Y | -40.9% | -2.7% | -38.2% | -44.3% |
| 10Y | +91.1% | +19.9% | +71.2% | +64.6% |
| All | +918.8% | +221.5% | +697.3% | +399.4% |
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