+19.1%
FXI vs ACGL
+337.7%
-318.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.6% |
| 7D | +5.7% | +0.9% | +4.8% | +5.5% |
| 30D | +4.6% | +13.7% | -9.2% | +1.8% |
| 3M | -2.8% | +8.0% | -10.8% | -4.4% |
| 6M | -6.1% | +13.3% | -19.4% | -8.8% |
| YTD | -8.0% | +11.8% | -19.9% | -10.7% |
| 1Y | -11.3% | +22.2% | -33.6% | -15.6% |
| 3Y | +42.6% | +32.5% | +10.2% | +31.0% |
| 5Y | -0.1% | +160.2% | -160.3% | -25.2% |
| All | +19.1% | +337.7% | -318.6% | -19.8% |
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