-6.6%
FXI vs APO
+136.0%
-142.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -2.8% | -1.0% | -1.8% | -2.5% |
| 30D | -5.3% | -0.4% | -4.9% | -5.4% |
| 3M | +0.3% | -0.9% | +1.2% | +0.1% |
| 6M | -4.6% | +22.1% | -26.7% | -10.3% |
| YTD | -9.1% | -8.4% | -0.7% | -8.0% |
| 1Y | -12.0% | -0.9% | -11.0% | -13.4% |
| 3Y | +38.6% | +56.1% | -17.5% | +10.2% |
| 5Y | -6.6% | +136.0% | -142.6% | -39.5% |
| All | -6.6% | +136.0% | -142.6% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 5y: compounded portfolio wealth divided by compounded APO 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…
5y analysis · Full analysis span regression · 6 months rolling