+47.1%
FXI vs ACM
+252.7%
-205.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +3.7% | +6.6% | -2.9% | +0.8% |
| 30D | +0.5% | +19.8% | -19.3% | -7.0% |
| 3M | -5.7% | -3.1% | -2.6% | -5.4% |
| 6M | -6.9% | -11.5% | +4.6% | -3.9% |
| YTD | -9.5% | -24.7% | +15.2% | -0.9% |
| 1Y | -14.0% | -45.1% | +31.0% | +7.3% |
| 3Y | +44.5% | -8.9% | +53.4% | +42.0% |
| 5Y | -2.8% | +5.4% | -8.2% | -12.1% |
| 10Y | +20.3% | +131.1% | -110.7% | -33.0% |
| All | +47.1% | +252.7% | -205.7% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling