-1.2%
FXI vs AG
+16.5%
-17.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -1.5% |
| 7D | +4.4% | +10.8% | -6.5% | +2.8% |
| 30D | +1.2% | -8.2% | +9.4% | +2.2% |
| 3M | -4.2% | -13.7% | +9.5% | -2.8% |
| 6M | -6.2% | -27.3% | +21.0% | -3.3% |
| YTD | -8.8% | -4.6% | -4.2% | -11.5% |
| 1Y | -11.6% | +39.4% | -51.0% | -19.8% |
| 3Y | +45.1% | +244.1% | -199.0% | +6.5% |
| 5Y | -1.2% | +16.8% | -18.0% | -15.1% |
| All | -1.2% | +16.5% | -17.7% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling