+45.1%
FXI vs ALM
+907.8%
-862.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.1% | -8.9% | -1.1% |
| 7D | +4.4% | +0.7% | +3.6% | +4.3% |
| 30D | +1.2% | -26.1% | +27.3% | +2.0% |
| 3M | -4.2% | -38.1% | +33.9% | -3.1% |
| 6M | -6.2% | -55.4% | +49.2% | -4.5% |
| YTD | -8.8% | -0.4% | -8.4% | -9.0% |
| 1Y | -11.6% | +25.4% | -37.0% | -12.3% |
| 3Y | +45.1% | +907.8% | -862.6% | +49.4% |
| All | +45.1% | +907.8% | -862.6% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling