+208.1%
FXI vs AJG
+1,286.3%
-1,078.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.8% | -8.5% | +5.7% | +1.3% |
| 30D | -3.7% | -3.8% | +0.1% | -2.1% |
| 3M | -0.4% | +10.8% | -11.2% | -6.0% |
| 6M | -5.4% | +15.6% | -21.0% | -13.2% |
| YTD | -9.6% | -5.1% | -4.5% | -9.6% |
| 1Y | -11.9% | -16.0% | +4.1% | -7.1% |
| 3Y | +37.8% | +9.7% | +28.1% | +22.5% |
| 5Y | -7.0% | +77.8% | -84.9% | -38.5% |
| 10Y | +14.3% | +478.2% | -463.9% | -64.7% |
| All | +208.1% | +1,286.3% | -1,078.3% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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