+210.8%
FXI vs ACGL
+2,574.0%
-2,363.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | +4.4% | -1.1% | +5.5% | +4.9% |
| 30D | +1.2% | +13.1% | -11.9% | -4.5% |
| 3M | -4.2% | +9.8% | -14.0% | -8.4% |
| 6M | -6.2% | +15.3% | -21.5% | -12.9% |
| YTD | -8.8% | +12.7% | -21.5% | -15.0% |
| 1Y | -11.6% | +20.7% | -32.3% | -20.3% |
| 3Y | +45.1% | +34.3% | +10.8% | +19.1% |
| 5Y | -1.2% | +170.6% | -171.8% | -47.2% |
| 10Y | +20.1% | +330.6% | -310.5% | -59.8% |
| All | +210.8% | +2,574.0% | -2,363.1% | -68.8% |
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 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