+249.6%
ALAB vs FXI
+52.3%
+197.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.8% | +14.5% | +14.2% |
| 7D | -5.6% | +4.4% | -9.9% | -8.6% |
| 30D | -36.6% | +1.2% | -37.9% | -37.4% |
| 3M | -35.1% | -4.2% | -30.9% | -33.6% |
| 6M | +8.5% | -6.2% | +14.8% | +12.7% |
| YTD | +30.4% | -8.8% | +39.2% | +38.8% |
| 1Y | +31.0% | -11.6% | +42.7% | +42.3% |
| All | +249.6% | +52.3% | +197.4% | +169.0% |
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