-32.5%
AAL vs FDX
+63.0%
-95.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.1% |
| 7D | -0.3% | -3.3% | +3.0% | +1.6% |
| 30D | -19.0% | -1.4% | -17.6% | -18.6% |
| 3M | -5.1% | -4.5% | -0.6% | -2.9% |
| 6M | +15.5% | +9.4% | +6.1% | +8.4% |
| YTD | -15.8% | +36.0% | -51.8% | -30.5% |
| 1Y | -0.3% | +75.5% | -75.8% | -29.6% |
| 3Y | -7.7% | +62.8% | -70.4% | -34.9% |
| 5Y | -32.5% | +64.4% | -96.9% | -56.8% |
| All | -32.5% | +63.0% | -95.5% | -56.8% |
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 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