+20.0%
FXI vs AG
+72.5%
-52.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | -1.9% | -4.0% | +2.1% | -1.5% |
| 30D | -0.6% | -13.1% | +12.4% | +0.7% |
| 3M | -4.9% | -22.0% | +17.2% | -2.8% |
| 6M | -8.8% | -37.3% | +28.5% | -5.1% |
| YTD | -10.7% | -11.2% | +0.4% | -11.8% |
| 1Y | -15.2% | +23.9% | -39.2% | -19.5% |
| 3Y | +42.5% | +225.1% | -182.7% | +17.9% |
| 5Y | -7.8% | +7.7% | -15.6% | -18.0% |
| 10Y | +20.0% | +86.9% | -66.9% | -4.2% |
| All | +20.0% | +72.5% | -52.5% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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