-9.9%
FXI vs ALC
+20.4%
-30.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | -2.8% | -5.3% | +2.5% | -1.0% |
| 30D | -5.3% | -7.1% | +1.7% | -3.0% |
| 3M | +0.3% | +0.8% | -0.4% | -0.3% |
| 6M | -4.6% | -16.0% | +11.4% | +0.6% |
| YTD | -9.1% | -12.7% | +3.7% | -5.7% |
| 1Y | -12.0% | -12.8% | +0.9% | -8.9% |
| 3Y | +38.6% | -15.8% | +54.5% | +42.0% |
| 5Y | -6.6% | -16.7% | +10.1% | -6.4% |
| All | -9.9% | +20.4% | -30.3% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ALC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling