+46.2%
FXI vs APTV
+194.6%
-148.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.5% | +0.6% |
| 7D | +1.0% | +4.8% | -3.8% | -0.4% |
| 30D | -0.6% | +2.0% | -2.6% | -1.3% |
| 3M | +1.9% | -34.2% | +36.2% | +14.6% |
| 6M | -0.2% | -34.7% | +34.5% | +11.3% |
| YTD | -5.6% | -37.0% | +31.4% | +5.9% |
| 1Y | -4.7% | -40.4% | +35.7% | +8.5% |
| 3Y | +38.0% | -54.1% | +92.1% | +64.7% |
| 5Y | -2.7% | -68.0% | +65.3% | +25.6% |
| 10Y | +19.9% | -15.5% | +35.4% | -1.5% |
| All | +46.2% | +194.6% | -148.4% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling