+528.8%
APP vs FXI
-16.1%
+545.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.3% |
| 7D | +79.2% | +4.4% | +74.8% | +74.9% |
| 30D | +48.0% | +1.2% | +46.8% | +47.2% |
| 3M | +18.2% | -4.2% | +22.4% | +21.9% |
| 6M | -12.5% | -6.2% | -6.3% | -9.0% |
| YTD | -39.2% | -8.8% | -30.4% | -35.3% |
| 1Y | -33.9% | -11.6% | -22.2% | -28.3% |
| 3Y | +933.3% | +45.1% | +888.1% | +664.5% |
| 5Y | +295.9% | -1.2% | +297.1% | +313.3% |
| All | +528.8% | -16.1% | +545.0% | +549.1% |
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