-6.2%
FXI vs ALM
+1,033.0%
-1,039.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.8% | -11.3% | -2.7% |
| 7D | -1.0% | +8.4% | -9.4% | -1.2% |
| 30D | -3.2% | +34.8% | -38.1% | -4.1% |
| 3M | +1.7% | +16.2% | -14.6% | +1.0% |
| 6M | -1.6% | +2.1% | -3.7% | -2.2% |
| YTD | -7.9% | +117.0% | -124.9% | -10.2% |
| 1Y | -9.6% | +313.9% | -323.5% | -13.4% |
| 3Y | +40.5% | +2,327.9% | -2,287.5% | +27.7% |
| 5Y | -6.2% | +1,040.6% | -1,046.9% | -13.9% |
| All | -6.2% | +1,033.0% | -1,039.3% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling