-16.9%
FXI vs ABCL
-81.0%
+64.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.0% |
| 7D | -4.2% | +4.4% | -8.6% | -4.6% |
| 30D | -2.0% | -7.9% | +5.8% | -1.6% |
| 3M | -5.0% | +12.2% | -17.2% | -6.7% |
| 6M | -9.6% | +134.7% | -144.4% | -19.1% |
| YTD | -11.9% | +239.8% | -251.7% | -25.1% |
| 1Y | -16.7% | +192.7% | -209.3% | -28.0% |
| 3Y | +40.6% | +187.6% | -147.0% | +15.6% |
| 5Y | -9.1% | -22.6% | +13.6% | -17.6% |
| All | -16.9% | -81.0% | +64.1% | -19.7% |
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 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