-37.1%
APP vs FXI
-13.0%
-24.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.6% |
| 7D | +79.2% | +4.4% | +74.8% | +73.2% |
| 30D | +48.0% | +1.2% | +46.8% | +46.8% |
| 3M | +18.2% | -4.2% | +22.4% | +22.5% |
| 6M | -12.5% | -6.2% | -6.3% | -9.3% |
| YTD | -39.2% | -8.8% | -30.4% | -29.2% |
| All | -37.1% | -13.0% | -24.0% | -23.5% |
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