+20.3%
FXI vs APD
+187.0%
-166.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +3.7% | -0.2% | +3.9% | +3.7% |
| 30D | +0.5% | +11.0% | -10.5% | -3.1% |
| 3M | -5.7% | +1.3% | -7.0% | -6.3% |
| 6M | -6.9% | +6.4% | -13.3% | -9.4% |
| YTD | -9.5% | +28.9% | -38.4% | -18.1% |
| 1Y | -14.0% | +23.2% | -37.3% | -21.2% |
| 3Y | +44.5% | +26.3% | +18.2% | +28.4% |
| 5Y | -2.8% | +12.0% | -14.8% | -11.5% |
| 10Y | +20.3% | +183.2% | -162.8% | -32.0% |
| All | +20.3% | +187.0% | -166.7% | -32.0% |
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