+391.7%
APP vs FXI
-13.2%
+404.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.3% |
| 7D | +0.9% | +1.0% | -0.2% | +0.3% |
| 30D | -23.3% | -0.6% | -22.7% | -22.9% |
| 3M | -42.6% | +1.9% | -44.6% | -43.2% |
| 6M | -33.6% | -0.2% | -33.4% | -33.8% |
| YTD | -52.4% | -5.6% | -46.8% | -50.7% |
| 1Y | -35.9% | -4.7% | -31.2% | -33.9% |
| 3Y | +642.2% | +38.0% | +604.2% | +469.7% |
| 5Y | +311.1% | -2.7% | +313.8% | +323.7% |
| All | +391.7% | -13.2% | +404.8% | +395.0% |
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