+52.1%
FDX vs AA
+6.6%
+45.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.8% |
| 7D | -2.1% | +1.1% | -3.2% | -2.2% |
| 30D | +10.4% | -1.3% | +11.7% | +10.4% |
| 3M | +0.5% | -23.9% | +24.4% | +2.3% |
| 6M | +6.5% | -36.8% | +43.3% | +9.5% |
| YTD | +40.2% | -22.2% | +62.4% | +39.4% |
| 1Y | +52.1% | +10.4% | +41.7% | +46.5% |
| All | +52.1% | +6.6% | +45.5% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling