-10.5%
FXI vs AGI
-1.1%
-9.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.8% | -6.6% | +3.1% |
| 7D | +6.6% | -5.3% | +11.8% | +6.9% |
| 30D | +2.2% | -7.1% | +9.3% | +2.7% |
| 3M | -4.7% | +4.4% | -9.2% | -5.6% |
| 6M | -4.7% | -23.0% | +18.4% | -2.2% |
| YTD | -9.0% | -22.0% | +13.0% | -7.3% |
| 1Y | -10.5% | +0.3% | -10.8% | -13.0% |
| All | -10.5% | -1.1% | -9.4% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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