+20.1%
FXI vs ACGL
+332.3%
-312.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +4.4% | -1.1% | +5.5% | +4.6% |
| 30D | +1.2% | +13.1% | -11.9% | -1.3% |
| 3M | -4.2% | +9.8% | -14.0% | -6.1% |
| 6M | -6.2% | +15.3% | -21.5% | -9.2% |
| YTD | -8.8% | +12.7% | -21.5% | -11.5% |
| 1Y | -11.6% | +20.7% | -32.3% | -15.6% |
| 3Y | +45.1% | +34.3% | +10.8% | +32.9% |
| 5Y | -1.2% | +170.6% | -171.8% | -26.9% |
| 10Y | +20.1% | +330.6% | -310.5% | -20.2% |
| All | +20.1% | +332.3% | -312.3% | -20.2% |
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