+14.7%
FXI vs AGI
+392.3%
-377.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -3.9% | -2.7% | -1.1% | -3.6% |
| 30D | -2.1% | +7.2% | -9.3% | -2.8% |
| 3M | -0.5% | +4.3% | -4.7% | -1.2% |
| 6M | -4.5% | -27.1% | +22.6% | -2.4% |
| YTD | -9.2% | -6.6% | -2.6% | -9.5% |
| 1Y | -13.8% | +9.5% | -23.3% | -15.4% |
| 3Y | +36.6% | +208.4% | -171.9% | +22.1% |
| 5Y | -6.7% | +401.6% | -408.3% | -19.3% |
| All | +14.7% | +392.3% | -377.7% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling