-3.3%
FXI vs ACI
+32.1%
-35.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -1.4% |
| 7D | -1.9% | -5.3% | +3.4% | -1.7% |
| 30D | -0.6% | +5.0% | -5.7% | -0.9% |
| 3M | -4.9% | +7.5% | -12.4% | -5.3% |
| 6M | -8.8% | -16.0% | +7.2% | -8.2% |
| YTD | -10.7% | -20.6% | +9.9% | -10.0% |
| 1Y | -15.2% | -23.5% | +8.3% | -14.4% |
| 3Y | +42.5% | -32.1% | +74.6% | +44.7% |
| 5Y | -7.8% | -42.5% | +34.7% | -6.6% |
| All | -3.3% | +32.1% | -35.4% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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