-16.1%
FXI vs ALHC
-55.7%
+39.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -4.2% | +0.3% | -4.5% | -4.2% |
| 30D | -1.1% | -10.6% | +9.4% | -1.0% |
| 3M | -4.0% | -45.3% | +41.4% | -3.1% |
| 6M | -11.8% | -59.7% | +47.9% | -11.2% |
| YTD | -11.9% | -62.7% | +50.8% | -12.8% |
| 1Y | -16.1% | -56.1% | +40.0% | -19.7% |
| All | -16.1% | -55.7% | +39.5% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling