+45.3%
FXI vs ALM
+7,705.7%
-7,660.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.5% |
| 7D | +1.0% | -2.6% | +3.6% | +1.0% |
| 30D | -0.6% | +32.0% | -32.6% | -0.6% |
| 3M | +1.9% | -15.0% | +17.0% | +1.9% |
| 6M | -0.2% | -10.1% | +10.0% | -0.2% |
| YTD | -5.6% | +99.4% | -105.0% | -5.8% |
| 1Y | -4.7% | +316.4% | -321.0% | -5.1% |
| 3Y | +38.0% | +2,022.0% | -1,984.0% | +36.7% |
| 5Y | -2.7% | +941.2% | -943.9% | -3.5% |
| 10Y | +19.9% | +2,950.3% | -2,930.4% | +18.3% |
| All | +45.3% | +7,705.7% | -7,660.5% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling