-55.4%
APP vs FXI
-10.5%
-44.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.5% | +6.9% |
| 7D | +4.5% | +6.6% | -2.0% | -1.1% |
| 30D | -3.6% | +2.2% | -5.8% | -5.3% |
| 3M | -35.3% | -4.7% | -30.5% | -32.6% |
| 6M | -42.8% | -4.7% | -38.1% | -41.9% |
| YTD | -59.7% | -9.0% | -50.7% | -53.2% |
| 1Y | -55.4% | -10.5% | -44.8% | -47.4% |
| All | -55.4% | -10.5% | -44.8% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling