+98.3%
AGG vs FDX
+684.3%
-586.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | 0.0% |
| 7D | -0.2% | -2.5% | +2.4% | -0.2% |
| 30D | -0.4% | +3.8% | -4.2% | -0.3% |
| 3M | -0.7% | -1.3% | +0.6% | -0.7% |
| 6M | -1.5% | +5.0% | -6.5% | -1.4% |
| YTD | -0.3% | +39.6% | -39.9% | +0.2% |
| 1Y | +1.3% | +81.1% | -79.8% | +2.1% |
| 3Y | +13.2% | +63.0% | -49.8% | +14.1% |
| 5Y | -1.4% | +65.6% | -67.0% | -0.6% |
| 10Y | +14.9% | +183.4% | -168.5% | +17.7% |
| All | +98.3% | +684.3% | -586.0% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling