+213.9%
FXI vs AGI
+1,665.1%
-1,451.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.0% | -2.3% |
| 7D | -1.0% | +4.4% | -5.3% | -1.3% |
| 30D | -3.2% | +10.0% | -13.2% | -4.1% |
| 3M | +1.7% | +1.7% | -0.1% | +1.2% |
| 6M | -1.6% | -26.8% | +25.2% | +0.5% |
| YTD | -7.9% | -5.3% | -2.6% | -8.3% |
| 1Y | -9.6% | +11.5% | -21.1% | -11.4% |
| 3Y | +40.5% | +212.9% | -172.5% | +25.5% |
| 5Y | -6.2% | +388.8% | -395.0% | -19.5% |
| 10Y | +14.2% | +383.6% | -369.4% | -6.7% |
| All | +213.9% | +1,665.1% | -1,451.2% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling