+384.5%
ALAB vs FXI
+51.8%
+332.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.9% |
| 7D | +9.6% | -2.8% | +12.4% | +11.9% |
| 30D | -5.3% | -5.3% | +0.1% | -1.8% |
| 3M | -12.0% | +0.3% | -12.4% | -12.5% |
| 6M | +145.7% | -4.6% | +150.3% | +153.8% |
| YTD | +80.7% | -9.1% | +89.7% | +93.6% |
| 1Y | +40.1% | -12.0% | +52.1% | +53.4% |
| All | +384.5% | +51.8% | +332.7% | +275.2% |
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