+15.0%
FXI vs AG
+64.8%
-49.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.5% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -5.3% | +12.5% | -17.8% | -6.6% |
| 3M | +0.3% | +28.2% | -27.8% | -2.8% |
| 6M | -4.6% | -18.8% | +14.3% | -3.5% |
| YTD | -9.1% | +27.4% | -36.5% | -13.2% |
| 1Y | -12.0% | +132.2% | -144.1% | -22.0% |
| 3Y | +38.6% | +286.9% | -248.2% | +12.9% |
| 5Y | -6.6% | +72.8% | -79.3% | -20.2% |
| 10Y | +15.0% | +74.6% | -59.6% | -4.8% |
| All | +15.0% | +64.8% | -49.8% | -4.8% |
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