-15.2%
FXI vs AG
+23.1%
-38.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | -1.9% | -4.0% | +2.1% | -1.6% |
| 30D | -0.6% | -13.1% | +12.4% | +0.3% |
| 3M | -4.9% | -22.0% | +17.2% | -3.4% |
| 6M | -8.8% | -37.3% | +28.5% | -5.6% |
| YTD | -10.7% | -11.2% | +0.4% | -10.0% |
| 1Y | -15.2% | +23.9% | -39.2% | -16.7% |
| All | -15.2% | +23.1% | -38.4% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling