Ich vermute, dass du die Linie eher zwischen den beiden Balken bei `(-1 to 0)` und `(0 to 1)` möchtest? Falls nicht musst du im folgenden Vorschlag nur die entsprechenden anderen symbolischen Koordinaten ändern.
verwenden.
\documentclass{article}
\usepackage{pgfplots}
\usetikzlibrary{calc}
\pgfplotsset{width=10cm,compat=1.15}
\begin{document}
\begin{figure}
\centering
\begin{tikzpicture}
\begin{axis}[
ybar,
ymin=0,
ymax=160,
bar width=0.5cm,
symbolic x coords={$<$-9 to -9,-9 to -8,-8 to -7,-7 to -6,-6 to -5,-5 to -4,-4 to -3,-3 to -2,-2 to -1,-1 to 0,0 to 1,1 to 2,2 to 3,3+},
xtick=data,
x tick label style={rotate=45, anchor=east},
ylabel={Annual Excess Return (percentage)},
xlabel={},
nodes near coords,
nodes near coords align={vertical},
enlarge x limits={abs=1cm},
width=15cm,
height=8cm,
title={Emerging Market Equity Funds versus MSCI Emerging Market Index},
legend style={at={(0.5,-0.2)},anchor=north,legend columns=-1},
legend cell align={left},
area legend
]
\addplot [fill=gray] coordinates {($<$-9 to -9,11) (-9 to -8,7) (-8 to -7,18) (-7 to -6,30) (-6 to -5,69) (-5 to -4,97) (-4 to -3,123) (-3 to -2,142) (-2 to -1,136) (-1 to 0,88) (0 to 1,46) (1 to 2,31) (2 to 3,13) (3+,21)};
% Hier der Code für die Linie
\draw[dashed]
($(axis cs:-1 to 0,0)!.5!(axis cs:0 to 1,0)$)coordinate(h)
--
(h|-current axis.north);
\end{axis}
\end{tikzpicture}
\caption{Annual Excess Return of Emerging Market Equity Funds versus MSCI Emerging Market Index}
\label{fig:excess_return}
\end{figure}
\end{document}
