+66.1%
AEP vs FXI
-4.8%
+70.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.8% |
| 7D | +2.0% | -1.0% | +3.0% | +2.0% |
| 30D | +0.5% | -3.2% | +3.7% | +0.6% |
| 3M | -0.3% | +1.7% | -2.0% | -0.4% |
| 6M | -3.5% | -1.6% | -1.9% | -3.4% |
| YTD | +11.3% | -7.9% | +19.2% | +11.6% |
| 1Y | +20.2% | -9.6% | +29.9% | +20.7% |
| 3Y | +79.8% | +40.5% | +39.3% | +76.0% |
| All | +66.1% | -4.8% | +70.8% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling