+2.3%
FXI vs ACI
+25.9%
-23.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +1.0% | +0.2% | +0.9% | +1.0% |
| 30D | -0.6% | +5.9% | -6.5% | -0.9% |
| 3M | +1.9% | -19.8% | +21.7% | +2.9% |
| 6M | -0.2% | -24.7% | +24.6% | +1.1% |
| YTD | -5.6% | -24.4% | +18.8% | -4.5% |
| 1Y | -4.7% | -31.5% | +26.8% | -3.1% |
| 3Y | +38.0% | -38.7% | +76.7% | +41.0% |
| 5Y | -2.7% | -42.8% | +40.1% | -1.2% |
| All | +2.3% | +25.9% | -23.6% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling