-14.0%
FXI vs ABCL
-79.5%
+65.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -1.3% |
| 7D | +4.4% | +12.4% | -8.0% | +3.1% |
| 30D | +1.2% | -0.4% | +1.6% | +0.9% |
| 3M | -4.2% | +80.4% | -84.5% | -10.6% |
| 6M | -6.2% | +138.5% | -144.8% | -16.1% |
| YTD | -8.8% | +265.5% | -274.3% | -22.9% |
| 1Y | -11.6% | +219.7% | -231.3% | -24.3% |
| 3Y | +45.1% | +209.4% | -164.3% | +18.5% |
| 5Y | -1.2% | -15.0% | +13.8% | -11.2% |
| All | -14.0% | -79.5% | +65.5% | -17.4% |
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