+14.1%
AGG vs FXI
+17.1%
-2.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -1.1% | -3.9% | +2.8% | -1.0% |
| 30D | -1.1% | -2.1% | +1.0% | -1.1% |
| 3M | -1.9% | -0.5% | -1.5% | -1.9% |
| 6M | -1.7% | -4.5% | +2.8% | -1.6% |
| YTD | -1.3% | -9.2% | +7.9% | -1.2% |
| 1Y | -0.7% | -13.8% | +13.0% | -0.5% |
| 3Y | +12.5% | +36.6% | -24.1% | +11.6% |
| 5Y | -2.5% | -6.7% | +4.2% | -3.2% |
| All | +14.1% | +17.1% | -2.9% | +12.1% |
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