+65.8%
FDX vs AA
+67.9%
-2.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | -0.2% |
| 7D | -2.5% | -0.7% | -1.8% | -2.4% |
| 30D | +3.8% | +5.0% | -1.2% | +2.6% |
| 3M | -1.3% | -35.8% | +34.5% | +6.2% |
| 6M | +5.0% | -18.4% | +23.4% | +6.9% |
| YTD | +39.6% | -5.5% | +45.1% | +37.0% |
| 1Y | +81.1% | +61.0% | +20.2% | +56.4% |
| All | +65.8% | +67.9% | -2.1% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling