+20.3%
FXI vs ACM
+133.7%
-113.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +3.7% | +6.6% | -2.9% | +1.7% |
| 30D | +0.5% | +19.8% | -19.3% | -4.7% |
| 3M | -5.7% | -3.1% | -2.6% | -5.4% |
| 6M | -6.9% | -11.5% | +4.6% | -4.6% |
| YTD | -9.5% | -24.7% | +15.2% | -3.2% |
| 1Y | -14.0% | -45.1% | +31.0% | +1.1% |
| 3Y | +44.5% | -8.9% | +53.4% | +43.2% |
| 5Y | -2.8% | +5.4% | -8.2% | -8.8% |
| 10Y | +20.3% | +131.1% | -110.7% | -13.5% |
| All | +20.3% | +133.7% | -113.3% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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