+520.8%
APP vs FXI
-17.9%
+538.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.8% | +3.2% |
| 7D | +48.9% | -1.9% | +50.9% | +51.0% |
| 30D | +49.4% | -0.6% | +50.1% | +50.4% |
| 3M | +27.0% | -4.9% | +31.9% | +31.5% |
| 6M | -15.4% | -8.8% | -6.6% | -10.4% |
| YTD | -39.9% | -10.7% | -29.2% | -35.3% |
| 1Y | -32.0% | -15.2% | -16.7% | -24.3% |
| 3Y | +824.3% | +42.5% | +781.9% | +591.8% |
| 5Y | +252.4% | -7.8% | +260.3% | +282.2% |
| All | +520.8% | -17.9% | +538.7% | +549.6% |
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