-14.6%
FXI vs ABCL
-79.6%
+65.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +3.7% | +2.3% | +1.4% | +3.4% |
| 30D | +0.5% | -0.7% | +1.2% | +0.2% |
| 3M | -5.7% | +33.4% | -39.1% | -9.0% |
| 6M | -6.9% | +137.8% | -144.7% | -16.7% |
| YTD | -9.5% | +264.3% | -273.8% | -23.5% |
| 1Y | -14.0% | +209.2% | -223.2% | -26.1% |
| 3Y | +44.5% | +208.4% | -163.9% | +18.1% |
| 5Y | -2.8% | -11.9% | +9.1% | -12.9% |
| All | -14.6% | -79.6% | +65.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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