-1.5%
FXI vs ACI
+18.9%
-20.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.2% |
| 7D | -2.8% | -5.0% | +2.3% | -2.5% |
| 30D | -5.3% | -2.3% | -3.0% | -5.2% |
| 3M | +0.3% | -23.2% | +23.5% | +1.5% |
| 6M | -4.6% | -29.5% | +24.9% | -3.1% |
| YTD | -9.1% | -28.6% | +19.5% | -7.8% |
| 1Y | -12.0% | -34.0% | +22.1% | -10.3% |
| 3Y | +38.6% | -45.0% | +83.6% | +42.4% |
| 5Y | -6.6% | -44.0% | +37.4% | -5.0% |
| All | -1.5% | +18.9% | -20.4% | -4.7% |
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