-9.6%
FXI vs ALLY
+5.0%
-14.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.9% | -2.0% |
| 7D | -1.0% | +1.0% | -2.0% | -1.1% |
| 30D | -3.2% | -3.3% | +0.1% | -2.8% |
| 3M | +1.7% | +0.5% | +1.2% | +1.4% |
| 6M | -1.6% | +12.6% | -14.1% | -3.7% |
| YTD | -7.9% | -4.7% | -3.2% | -7.2% |
| 1Y | -9.6% | +5.2% | -14.9% | -11.5% |
| All | -9.6% | +5.0% | -14.6% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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