+807.8%
AEP vs FXI
+221.5%
+586.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | +1.8% | +1.0% | +0.7% | +1.6% |
| 30D | -0.8% | -0.6% | -0.3% | -0.7% |
| 3M | -1.8% | +1.9% | -3.7% | -2.4% |
| 6M | -5.4% | -0.2% | -5.2% | -5.6% |
| YTD | +10.4% | -5.6% | +16.0% | +11.4% |
| 1Y | +18.2% | -4.7% | +22.8% | +18.7% |
| 3Y | +79.0% | +38.0% | +40.9% | +62.2% |
| 5Y | +64.8% | -2.7% | +67.5% | +57.3% |
| 10Y | +170.8% | +19.9% | +150.9% | +135.4% |
| All | +807.8% | +221.5% | +586.3% | +423.4% |
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