+149.8%
FDX vs ACGL
+322.9%
-173.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +0.8% | -1.2% | +2.0% | +1.3% |
| 30D | +9.9% | +12.8% | -2.9% | +4.6% |
| 3M | -1.9% | +12.3% | -14.2% | -6.4% |
| 6M | +6.1% | +15.8% | -9.8% | -0.7% |
| YTD | +38.8% | +13.9% | +24.9% | +30.5% |
| 1Y | +50.0% | +19.0% | +31.0% | +38.4% |
| 3Y | +71.0% | +33.7% | +37.4% | +45.2% |
| 5Y | +72.5% | +173.4% | -100.9% | -0.2% |
| All | +149.8% | +322.9% | -173.2% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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