+90.7%
AGG vs FXI
+213.7%
-123.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | -0.1% |
| 7D | +0.1% | -1.0% | +1.1% | +0.1% |
| 30D | -0.4% | -3.2% | +2.9% | -0.4% |
| 3M | -0.3% | +1.7% | -2.0% | -0.3% |
| 6M | -1.2% | -1.6% | +0.3% | -1.2% |
| YTD | -0.4% | -7.9% | +7.6% | -0.4% |
| 1Y | +0.4% | -9.6% | +10.0% | +0.3% |
| 3Y | +13.4% | +40.5% | -27.0% | +13.8% |
| 5Y | -1.4% | -6.2% | +4.8% | -1.5% |
| 10Y | +14.8% | +14.2% | +0.7% | +15.4% |
| All | +90.7% | +213.7% | -123.0% | +95.0% |
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