+156.3%
FDX vs AA
+64.5%
+91.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.8% | -2.3% | +2.2% |
| 7D | +0.2% | +4.8% | -4.6% | -0.8% |
| 30D | +9.3% | -0.6% | +9.9% | +9.3% |
| 3M | +0.5% | -16.3% | +16.7% | +3.8% |
| 6M | +5.3% | -33.4% | +38.7% | +13.3% |
| YTD | +38.6% | -20.7% | +59.3% | +41.3% |
| 1Y | +53.5% | +12.9% | +40.6% | +43.6% |
| 3Y | +74.2% | +75.7% | -1.5% | +39.9% |
| 5Y | +75.3% | -6.8% | +82.1% | +50.4% |
| 10Y | +156.3% | +53.6% | +102.6% | +57.6% |
| All | +156.3% | +64.5% | +91.8% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling