-16.7%
FXI vs ACGL
+20.5%
-37.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -4.2% | -1.2% | -3.0% | -4.2% |
| 30D | -2.0% | +12.8% | -14.8% | -0.9% |
| 3M | -5.0% | +12.3% | -17.3% | -3.9% |
| 6M | -9.6% | +15.8% | -25.5% | -7.8% |
| YTD | -11.9% | +13.9% | -25.8% | -10.4% |
| 1Y | -16.7% | +19.0% | -35.7% | -14.8% |
| All | -16.7% | +20.5% | -37.1% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling