-8.8%
FXI vs APA
+28.9%
-37.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -1.3% |
| 7D | -1.9% | +5.1% | -7.0% | -1.7% |
| 30D | -0.6% | +0.3% | -0.9% | -0.7% |
| 3M | -4.9% | +15.6% | -20.5% | -5.1% |
| 6M | -8.8% | +28.9% | -37.7% | -9.7% |
| All | -8.8% | +28.9% | -37.7% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling