+200.3%
FXI vs APA
+31.3%
+168.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.8% |
| 7D | -4.2% | +9.6% | -13.8% | -6.5% |
| 30D | -2.0% | -0.2% | -1.8% | -2.4% |
| 3M | -5.0% | +19.8% | -24.8% | -10.1% |
| 6M | -9.6% | +30.1% | -39.7% | -16.9% |
| YTD | -11.9% | +100.4% | -112.3% | -29.1% |
| 1Y | -16.7% | +105.2% | -121.9% | -33.5% |
| 3Y | +40.6% | +44.6% | -4.0% | +17.2% |
| 5Y | -9.1% | +88.8% | -97.9% | -34.7% |
| 10Y | +18.4% | +6.6% | +11.8% | -24.7% |
| All | +200.3% | +31.3% | +168.9% | +59.0% |
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