-10.5%
FXI vs APA
+107.6%
-118.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.9% | +11.1% | +3.9% |
| 7D | +6.6% | -13.0% | +19.5% | +6.0% |
| 30D | +2.2% | +2.0% | +0.2% | +2.2% |
| 3M | -4.7% | +24.9% | -29.6% | -4.0% |
| 6M | -4.7% | +7.2% | -11.8% | -4.7% |
| YTD | -9.0% | +87.1% | -96.1% | -12.0% |
| 1Y | -10.5% | +107.2% | -117.7% | -14.1% |
| All | -10.5% | +107.6% | -118.2% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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