-4.6%
FXI vs ACI
+33.9%
-38.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | -4.2% | -0.5% | -3.7% | -4.2% |
| 30D | -2.0% | +4.9% | -6.9% | -2.3% |
| 3M | -5.0% | +11.1% | -16.1% | -5.6% |
| 6M | -9.6% | -14.9% | +5.3% | -9.1% |
| YTD | -11.9% | -19.6% | +7.7% | -11.3% |
| 1Y | -16.7% | -22.7% | +6.1% | -15.8% |
| 3Y | +40.6% | -31.2% | +71.9% | +42.8% |
| 5Y | -9.1% | -42.3% | +33.3% | -7.9% |
| All | -4.6% | +33.9% | -38.4% | -8.3% |
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