+42.6%
FXI vs ALC
+2.3%
+40.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | +5.7% | +4.9% | +0.8% | +4.6% |
| 30D | +4.6% | +19.0% | -14.4% | +1.0% |
| 3M | -2.8% | +7.8% | -10.5% | -4.4% |
| 6M | -6.1% | +14.6% | -20.6% | -9.0% |
| YTD | -8.0% | -4.4% | -3.6% | -7.5% |
| 1Y | -11.3% | +1.4% | -12.7% | -12.2% |
| 3Y | +42.6% | +2.5% | +40.1% | +41.7% |
| All | +42.6% | +2.3% | +40.4% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling