-6.2%
FXI vs APA
+156.3%
-162.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.7% |
| 7D | -1.0% | -1.7% | +0.7% | -0.8% |
| 30D | -3.2% | +15.7% | -19.0% | -5.2% |
| 3M | +1.7% | +16.5% | -14.8% | -0.6% |
| 6M | -1.6% | +35.1% | -36.7% | -6.6% |
| YTD | -7.9% | +82.2% | -90.1% | -16.8% |
| 1Y | -9.6% | +102.5% | -112.1% | -20.0% |
| 3Y | +40.5% | +10.3% | +30.1% | +32.8% |
| 5Y | -6.2% | +166.1% | -172.4% | -23.9% |
| All | -6.2% | +156.3% | -162.5% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling