-1.2%
FXI vs ABCL
-21.8%
+20.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.7% | -6.7% | -0.6% |
| 7D | +5.7% | -3.2% | +8.8% | +5.8% |
| 30D | +4.6% | -7.4% | +12.0% | +5.0% |
| 3M | -2.8% | +81.9% | -84.7% | -9.9% |
| 6M | -6.1% | +135.7% | -141.8% | -16.8% |
| YTD | -8.0% | +247.4% | -255.4% | -23.2% |
| 1Y | -11.3% | +162.3% | -173.6% | -23.4% |
| 3Y | +42.6% | +165.5% | -122.8% | +16.1% |
| All | -1.2% | -21.8% | +20.6% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling