-10.5%
FXI vs ALM
+44.8%
-55.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.1% | +4.2% |
| 7D | +6.6% | -6.4% | +13.0% | +6.9% |
| 30D | +2.2% | -35.0% | +37.2% | +4.0% |
| 3M | -4.7% | -33.8% | +29.1% | -3.4% |
| 6M | -4.7% | -55.0% | +50.4% | -1.8% |
| YTD | -9.0% | -0.2% | -8.8% | -10.0% |
| 1Y | -10.5% | +41.8% | -52.3% | -13.1% |
| All | -10.5% | +44.8% | -55.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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