-36.4%
AAL vs FDX
+74.9%
-111.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.5% | +4.0% | +5.3% |
| 7D | +8.3% | +0.2% | +8.1% | +8.3% |
| 30D | +11.0% | +9.3% | +1.7% | +5.4% |
| 3M | -11.2% | +0.5% | -11.6% | -11.7% |
| 6M | +6.1% | +5.3% | +0.7% | +2.2% |
| YTD | -7.6% | +38.6% | -46.2% | -25.2% |
| 1Y | +3.7% | +53.5% | -49.8% | -21.3% |
| 3Y | +20.5% | +74.2% | -53.7% | -19.9% |
| 5Y | -36.4% | +75.3% | -111.7% | -57.3% |
| All | -36.4% | +74.9% | -111.3% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling