+20.3%
FXI vs ALM
+2,040.7%
-2,020.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | -0.6% |
| 7D | +3.7% | -6.3% | +10.0% | +3.8% |
| 30D | +0.5% | -31.4% | +31.9% | +1.0% |
| 3M | -5.7% | -40.6% | +34.9% | -5.1% |
| 6M | -6.9% | -58.6% | +51.7% | -5.9% |
| YTD | -9.5% | -7.6% | -1.9% | -9.5% |
| 1Y | -14.0% | +13.8% | -27.9% | -14.4% |
| 3Y | +44.5% | +842.1% | -797.6% | +40.6% |
| 5Y | -2.8% | +407.4% | -410.2% | -5.3% |
| 10Y | +20.3% | +2,079.4% | -2,059.0% | +16.1% |
| All | +20.3% | +2,040.7% | -2,020.4% | +16.1% |
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 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