-10.9%
FXI vs ABCL
-81.3%
+70.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +1.0% | +0.7% | +0.3% | +1.0% |
| 30D | -0.6% | +93.1% | -93.6% | -7.5% |
| 3M | +1.9% | +79.4% | -77.5% | -5.2% |
| 6M | -0.2% | +214.9% | -215.0% | -13.3% |
| YTD | -5.6% | +234.2% | -239.8% | -19.1% |
| 1Y | -4.7% | +174.8% | -179.4% | -17.2% |
| 3Y | +38.0% | +104.5% | -66.4% | +18.4% |
| 5Y | -2.7% | -39.0% | +36.3% | -10.2% |
| All | -10.9% | -81.3% | +70.3% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling