+500.0%
APP vs FXI
-15.4%
+515.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.8% | +9.8% |
| 7D | +71.2% | +5.7% | +65.6% | +65.9% |
| 30D | +39.1% | +4.6% | +34.5% | +35.6% |
| 3M | +16.5% | -2.8% | +19.3% | +19.1% |
| 6M | -16.6% | -6.1% | -10.5% | -13.3% |
| YTD | -41.9% | -8.0% | -33.9% | -38.6% |
| 1Y | -37.0% | -11.3% | -25.7% | -31.9% |
| 3Y | +892.4% | +42.6% | +849.8% | +644.7% |
| 5Y | +297.3% | -0.1% | +297.4% | +312.1% |
| All | +500.0% | -15.4% | +515.5% | +516.3% |
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