+183.9%
FDX vs AA
+113.3%
+70.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | -0.1% |
| 7D | -2.5% | -0.7% | -1.8% | -2.4% |
| 30D | +3.8% | +5.0% | -1.2% | +2.3% |
| 3M | -1.3% | -35.8% | +34.5% | +7.8% |
| 6M | +5.0% | -18.4% | +23.4% | +7.6% |
| YTD | +39.6% | -5.5% | +45.1% | +37.4% |
| 1Y | +81.1% | +61.0% | +20.2% | +55.8% |
| 3Y | +63.0% | +66.2% | -3.2% | +32.8% |
| 5Y | +65.6% | +11.4% | +54.2% | +35.6% |
| All | +183.9% | +113.3% | +70.6% | +60.6% |
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