+40.5%
FXI vs AG
+272.3%
-231.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.4% | -2.3% |
| 7D | -1.0% | +4.5% | -5.4% | -1.5% |
| 30D | -3.2% | +12.9% | -16.1% | -4.8% |
| 3M | +1.7% | +20.9% | -19.3% | -1.3% |
| 6M | -1.6% | -19.5% | +18.0% | -0.1% |
| YTD | -7.9% | +24.8% | -32.7% | -12.7% |
| 1Y | -9.6% | +120.2% | -129.9% | -22.1% |
| 3Y | +40.5% | +279.0% | -238.6% | +8.2% |
| All | +40.5% | +272.3% | -231.8% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling