+15.0%
FXI vs ALM
+3,082.3%
-3,067.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.2% |
| 7D | -2.8% | +3.6% | -6.4% | -2.8% |
| 30D | -5.3% | +33.8% | -39.1% | -5.8% |
| 3M | +0.3% | +14.8% | -14.4% | 0.0% |
| 6M | -4.6% | -7.0% | +2.4% | -4.8% |
| YTD | -9.1% | +108.1% | -117.1% | -10.2% |
| 1Y | -12.0% | +313.8% | -325.7% | -13.8% |
| 3Y | +38.6% | +2,227.6% | -2,189.0% | +33.3% |
| 5Y | -6.6% | +956.6% | -963.2% | -9.9% |
| 10Y | +15.0% | +3,082.3% | -3,067.3% | +9.2% |
| All | +15.0% | +3,082.3% | -3,067.3% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling