+84.0%
FXI vs AG
+445.6%
-361.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.8% |
| 7D | +1.0% | +1.0% | 0.0% | +0.9% |
| 30D | -0.6% | +19.2% | -19.7% | -3.0% |
| 3M | +1.9% | +6.2% | -4.2% | +0.3% |
| 6M | -0.2% | -26.7% | +26.5% | +2.4% |
| YTD | -5.6% | +26.1% | -31.7% | -10.6% |
| 1Y | -4.7% | +131.7% | -136.3% | -17.5% |
| 3Y | +38.0% | +255.3% | -217.3% | +8.7% |
| 5Y | -2.7% | +61.9% | -64.6% | -17.9% |
| 10Y | +19.9% | +72.0% | -52.1% | -10.7% |
| All | +84.0% | +445.6% | -361.6% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling