+24.5%
ALAB vs FXI
-10.5%
+35.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.2% | -8.6% | -8.9% |
| 7D | -24.9% | +6.6% | -31.4% | -30.4% |
| 30D | -38.4% | +2.2% | -40.6% | -39.8% |
| 3M | -38.3% | -4.7% | -33.5% | -34.4% |
| 6M | +10.9% | -4.7% | +15.6% | +18.7% |
| YTD | +34.2% | -9.0% | +43.2% | +54.5% |
| 1Y | +24.5% | -10.5% | +35.0% | +44.5% |
| All | +24.5% | -10.5% | +35.1% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling