-16.1%
FXI vs ALM
+10.4%
-26.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.0% |
| 7D | -4.2% | -4.0% | -0.2% | -4.0% |
| 30D | -2.0% | -30.5% | +28.5% | -0.6% |
| 3M | -5.0% | -46.9% | +41.9% | -2.7% |
| 6M | -9.6% | -65.5% | +55.9% | -5.6% |
| YTD | -11.9% | -13.4% | +1.5% | -12.8% |
| All | -16.1% | +10.4% | -26.5% | -18.0% |
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