-6.2%
FXI vs ACM
+4.8%
-11.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.6% | -2.2% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -3.2% | -12.9% | +9.7% | +0.4% |
| 3M | +1.7% | -6.4% | +8.1% | +3.0% |
| 6M | -1.6% | -29.2% | +27.7% | +8.5% |
| YTD | -7.9% | -29.9% | +22.0% | +1.2% |
| 1Y | -9.6% | -47.3% | +37.6% | +9.2% |
| 3Y | +40.5% | -19.6% | +60.1% | +42.2% |
| 5Y | -6.2% | +5.5% | -11.8% | -13.8% |
| All | -6.2% | +4.8% | -11.0% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling