+19.2%
FXI vs ACGL
+322.9%
-303.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -4.2% | -1.2% | -3.0% | -4.0% |
| 30D | -2.0% | +12.8% | -14.8% | -4.5% |
| 3M | -5.0% | +12.3% | -17.3% | -7.3% |
| 6M | -9.6% | +15.8% | -25.5% | -12.6% |
| YTD | -11.9% | +13.9% | -25.8% | -14.7% |
| 1Y | -16.7% | +19.0% | -35.7% | -20.1% |
| 3Y | +40.6% | +33.7% | +7.0% | +29.0% |
| 5Y | -9.1% | +173.4% | -182.5% | -32.9% |
| All | +19.2% | +322.9% | -303.8% | -21.1% |
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