+14.2%
FXI vs ACGL
+263.8%
-249.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | 0.0% | -2.0% |
| 7D | -1.0% | -2.9% | +2.0% | -0.4% |
| 30D | -3.2% | -2.8% | -0.4% | -2.7% |
| 3M | +1.7% | +6.8% | -5.1% | +0.1% |
| 6M | -1.6% | -1.5% | 0.0% | -1.6% |
| YTD | -7.9% | -0.2% | -7.7% | -8.3% |
| 1Y | -9.6% | +5.3% | -14.9% | -11.3% |
| 3Y | +40.5% | +30.3% | +10.2% | +28.7% |
| 5Y | -6.2% | +151.8% | -158.1% | -29.9% |
| 10Y | +14.2% | +266.9% | -252.7% | -24.9% |
| All | +14.2% | +263.8% | -249.6% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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