+211.7%
AEP vs FXI
+19.2%
+192.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.9% | -4.2% | +7.1% | +3.2% |
| 30D | +3.2% | -1.1% | +4.3% | +3.3% |
| 3M | +3.8% | -4.0% | +7.8% | +4.1% |
| 6M | +2.5% | -11.8% | +14.3% | +3.4% |
| YTD | +15.5% | -11.9% | +27.4% | +16.4% |
| 1Y | +9.6% | -16.1% | +25.7% | +10.9% |
| 3Y | +91.2% | +38.8% | +52.4% | +84.0% |
| 5Y | +88.2% | -9.1% | +97.3% | +87.8% |
| All | +211.7% | +19.2% | +192.5% | +196.1% |
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