+34.7%
ALAB vs FXI
-10.4%
+45.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.5% | -4.1% |
| 7D | +3.2% | -1.0% | +4.2% | +4.6% |
| 30D | -13.6% | -3.2% | -10.3% | -10.2% |
| 3M | -16.6% | +1.7% | -18.3% | -18.6% |
| 6M | +142.3% | -1.6% | +143.9% | +146.7% |
| YTD | +73.6% | -7.9% | +81.5% | +94.5% |
| All | +34.7% | -10.4% | +45.1% | +57.5% |
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