+213.4%
FXI vs APD
+929.1%
-715.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +1.0% |
| 7D | +5.7% | -3.7% | +9.3% | +8.1% |
| 30D | +4.6% | +9.6% | -5.0% | -1.3% |
| 3M | -2.8% | +1.6% | -4.4% | -4.2% |
| 6M | -6.1% | +2.2% | -8.2% | -8.5% |
| YTD | -8.0% | +25.9% | -33.9% | -22.3% |
| 1Y | -11.3% | +20.1% | -31.5% | -23.3% |
| 3Y | +42.6% | +12.4% | +30.2% | +21.3% |
| 5Y | -0.1% | +11.1% | -11.2% | -17.5% |
| 10Y | +22.7% | +190.1% | -167.4% | -57.9% |
| All | +213.4% | +929.1% | -715.7% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling