-14.0%
FXI vs APD
+22.2%
-36.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +3.7% | -0.2% | +3.9% | +3.7% |
| 30D | +0.5% | +11.0% | -10.5% | -0.1% |
| 3M | -5.7% | +1.3% | -7.0% | -5.7% |
| 6M | -6.9% | +6.4% | -13.3% | -7.2% |
| YTD | -9.5% | +28.9% | -38.4% | -11.4% |
| 1Y | -14.0% | +23.2% | -37.3% | -15.4% |
| All | -14.0% | +22.2% | -36.3% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling