+7.7%
AAL vs FDX
+65.6%
-57.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.7% | +4.3% |
| 7D | +8.3% | +8.1% | +0.2% | +3.9% |
| 30D | +6.2% | +13.9% | -7.7% | -0.7% |
| 3M | -17.7% | +5.5% | -23.2% | -20.5% |
| 6M | +15.4% | +15.1% | +0.3% | +5.9% |
| YTD | -11.1% | +43.2% | -54.3% | -24.8% |
| 1Y | +7.7% | +65.0% | -57.3% | -13.8% |
| All | +7.7% | +65.6% | -57.9% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling