+14.2%
FXI vs APD
+161.1%
-147.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | -1.0% | -2.5% | +1.5% | -0.1% |
| 30D | -3.2% | -1.9% | -1.3% | -2.6% |
| 3M | +1.7% | +8.2% | -6.6% | -1.5% |
| 6M | -1.6% | +10.7% | -12.3% | -5.6% |
| YTD | -7.9% | +22.9% | -30.8% | -15.3% |
| 1Y | -9.6% | +5.8% | -15.4% | -12.5% |
| 3Y | +40.5% | +7.8% | +32.7% | +32.0% |
| 5Y | -6.2% | +26.1% | -32.3% | -19.2% |
| 10Y | +14.2% | +163.7% | -149.6% | -35.4% |
| All | +14.2% | +161.1% | -147.0% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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