-16.2%
FXI vs ALHC
-61.8%
+45.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | +4.4% | +3.9% | +0.5% | +4.1% |
| 30D | +1.2% | -3.6% | +4.9% | +1.3% |
| 3M | -4.2% | -49.4% | +45.2% | -0.9% |
| 6M | -6.2% | -59.5% | +53.2% | -2.6% |
| YTD | -8.8% | -63.2% | +54.4% | -5.0% |
| 1Y | -11.6% | -55.5% | +43.9% | -9.1% |
| 3Y | +45.1% | +23.0% | +22.1% | +32.6% |
| 5Y | -1.2% | -65.7% | +64.5% | -4.5% |
| All | -16.2% | -61.8% | +45.7% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling