-13.4%
FXI vs ABCL
+199.8%
-213.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -0.9% |
| 7D | +4.4% | +12.4% | -8.0% | +4.1% |
| 30D | +1.2% | -0.4% | +1.6% | +1.2% |
| 3M | -4.2% | +80.4% | -84.5% | -5.7% |
| 6M | -6.2% | +138.5% | -144.8% | -9.5% |
| YTD | -8.8% | +265.5% | -274.3% | -14.8% |
| All | -13.4% | +199.8% | -213.2% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling