-16.1%
FXI vs ACM
-46.0%
+29.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -4.2% | +5.6% | -9.8% | -4.8% |
| 30D | -1.1% | +20.8% | -21.9% | -3.2% |
| 3M | -4.0% | +11.4% | -15.4% | -5.2% |
| 6M | -11.8% | +0.9% | -12.8% | -12.2% |
| YTD | -11.9% | -24.8% | +12.9% | -9.0% |
| 1Y | -16.1% | -46.4% | +30.3% | -11.3% |
| All | -16.1% | -46.0% | +29.9% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling