+19.2%
FXI vs ACM
+132.6%
-113.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -4.2% | +5.6% | -9.8% | -5.8% |
| 30D | -1.1% | +20.8% | -21.9% | -6.6% |
| 3M | -4.0% | +11.4% | -15.4% | -7.3% |
| 6M | -11.8% | +0.9% | -12.8% | -13.0% |
| YTD | -11.9% | -24.8% | +12.9% | -5.6% |
| 1Y | -16.1% | -46.4% | +30.3% | -0.1% |
| 3Y | +38.8% | -9.2% | +48.0% | +37.5% |
| 5Y | -9.1% | +5.0% | -14.1% | -14.8% |
| All | +19.2% | +132.6% | -113.5% | -16.2% |
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