-7.0%
FXI vs AGI
+389.6%
-396.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | 0.0% |
| 7D | -2.8% | -5.3% | +2.5% | -1.9% |
| 30D | -3.7% | +6.8% | -10.4% | -4.9% |
| 3M | -0.4% | +8.3% | -8.7% | -2.5% |
| 6M | -5.4% | -29.2% | +23.8% | -0.4% |
| YTD | -9.6% | -7.3% | -2.4% | -10.3% |
| 1Y | -11.9% | +8.0% | -20.0% | -15.8% |
| 3Y | +37.8% | +206.6% | -168.7% | +1.9% |
| 5Y | -7.0% | +398.1% | -405.2% | -37.3% |
| All | -7.0% | +389.6% | -396.6% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling