+200.3%
FXI vs ACGL
+2,601.7%
-2,401.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -4.2% | -1.2% | -3.0% | -3.7% |
| 30D | -2.0% | +12.8% | -14.8% | -7.4% |
| 3M | -5.0% | +12.3% | -17.3% | -10.1% |
| 6M | -9.6% | +15.8% | -25.5% | -16.3% |
| YTD | -11.9% | +13.9% | -25.8% | -18.3% |
| 1Y | -16.7% | +19.0% | -35.7% | -24.3% |
| 3Y | +40.6% | +33.7% | +7.0% | +15.7% |
| 5Y | -9.1% | +173.4% | -182.5% | -51.6% |
| 10Y | +18.4% | +324.9% | -306.4% | -59.8% |
| All | +200.3% | +2,601.7% | -2,401.4% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling