+19.2%
FXI vs APTV
-27.4%
+46.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -4.2% | -1.7% | -2.5% | -3.8% |
| 30D | -1.1% | -11.6% | +10.5% | +2.0% |
| 3M | -4.0% | -21.2% | +17.2% | +2.0% |
| 6M | -11.8% | -28.5% | +16.7% | -5.3% |
| YTD | -11.9% | -49.1% | +37.2% | +3.2% |
| 1Y | -16.1% | -52.2% | +36.1% | -0.1% |
| 3Y | +38.8% | -48.6% | +87.4% | +56.9% |
| 5Y | -9.1% | -77.3% | +68.2% | +24.6% |
| All | +19.2% | -27.4% | +46.5% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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