+15.0%
FXI vs APA
-1.1%
+16.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.2% | -1.6% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -5.3% | +9.3% | -14.6% | -6.4% |
| 3M | +0.3% | +23.3% | -23.0% | -2.4% |
| 6M | -4.6% | +39.5% | -44.1% | -9.2% |
| YTD | -9.1% | +87.6% | -96.7% | -16.9% |
| 1Y | -12.0% | +114.2% | -126.2% | -21.1% |
| 3Y | +38.6% | +13.6% | +25.1% | +31.5% |
| 5Y | -6.6% | +175.6% | -182.2% | -22.0% |
| 10Y | +15.0% | -2.6% | +17.7% | -2.9% |
| All | +15.0% | -1.1% | +16.1% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling