+170.5%
AEP vs FXI
+17.1%
+153.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -0.9% | -3.9% | +2.9% | -0.6% |
| 30D | -1.1% | -2.1% | +1.0% | -0.9% |
| 3M | -3.3% | -0.5% | -2.8% | -3.3% |
| 6M | -4.6% | -4.5% | -0.1% | -4.4% |
| YTD | +9.4% | -9.2% | +18.7% | +10.1% |
| 1Y | +16.9% | -13.8% | +30.7% | +18.1% |
| 3Y | +76.6% | +36.6% | +40.1% | +70.1% |
| 5Y | +66.2% | -6.7% | +72.9% | +65.6% |
| All | +170.5% | +17.1% | +153.4% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 10y: compounded portfolio wealth divided by compounded FXI 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…
10y analysis · Full analysis span regression · 6 months rolling