-1.2%
FXI vs ALC
-11.2%
+10.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | +5.7% | +4.9% | +0.8% | +4.1% |
| 30D | +4.6% | +19.0% | -14.4% | -1.0% |
| 3M | -2.8% | +7.8% | -10.5% | -5.3% |
| 6M | -6.1% | +14.6% | -20.6% | -10.6% |
| YTD | -8.0% | -4.4% | -3.6% | -7.6% |
| 1Y | -11.3% | +1.4% | -12.7% | -12.9% |
| 3Y | +42.6% | +2.5% | +40.1% | +34.8% |
| All | -1.2% | -11.2% | +10.0% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling