+14.7%
FXI vs APTV
-16.1%
+30.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -3.9% | -5.0% | +1.2% | -2.5% |
| 30D | -2.1% | -6.1% | +4.0% | -0.5% |
| 3M | -0.5% | -33.0% | +32.5% | +10.1% |
| 6M | -4.5% | -35.2% | +30.7% | +5.5% |
| YTD | -9.2% | -40.1% | +30.9% | +2.1% |
| 1Y | -13.8% | -45.6% | +31.8% | -0.6% |
| 3Y | +36.6% | -54.4% | +90.9% | +60.3% |
| 5Y | -6.7% | -68.9% | +62.2% | +17.8% |
| All | +14.7% | -16.1% | +30.8% | +12.1% |
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