+849.4%
AEP vs FXI
+204.0%
+645.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | +0.7% | -1.9% | +2.7% | +1.1% |
| 30D | +4.8% | -0.6% | +5.4% | +4.9% |
| 3M | +5.4% | -4.9% | +10.2% | +6.3% |
| 6M | +0.4% | -8.8% | +9.2% | +2.0% |
| YTD | +15.5% | -10.7% | +26.2% | +17.7% |
| 1Y | +8.5% | -15.2% | +23.8% | +11.8% |
| 3Y | +84.6% | +42.5% | +42.1% | +65.9% |
| 5Y | +86.9% | -7.8% | +94.7% | +80.6% |
| 10Y | +205.1% | +20.0% | +185.2% | +164.0% |
| All | +849.4% | +204.0% | +645.4% | +453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling