+20.5%
AAL vs FDX
+70.4%
-49.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.5% | +4.0% | +5.4% |
| 7D | +8.3% | +0.2% | +8.1% | +8.3% |
| 30D | +11.0% | +9.3% | +1.7% | +5.8% |
| 3M | -11.2% | +0.5% | -11.6% | -11.6% |
| 6M | +6.1% | +5.3% | +0.7% | +2.5% |
| YTD | -7.6% | +38.6% | -46.2% | -24.0% |
| 1Y | +3.7% | +53.5% | -49.8% | -19.6% |
| 3Y | +20.5% | +74.2% | -53.7% | -23.5% |
| All | +20.5% | +70.4% | -49.9% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling