+221.8%
FXI vs APA
+17.3%
+204.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.4% |
| 7D | +1.0% | +0.5% | +0.5% | +0.9% |
| 30D | -0.6% | +23.4% | -24.0% | -6.1% |
| 3M | +1.9% | +12.7% | -10.8% | -1.9% |
| 6M | -0.2% | +39.4% | -39.6% | -10.4% |
| YTD | -5.6% | +79.0% | -84.5% | -21.2% |
| 1Y | -4.7% | +88.8% | -93.5% | -22.3% |
| 3Y | +38.0% | +6.4% | +31.7% | +25.5% |
| 5Y | -2.7% | +153.0% | -155.7% | -36.2% |
| 10Y | +19.9% | +7.5% | +12.4% | -26.5% |
| All | +221.8% | +17.3% | +204.5% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling