+79.0%
FDX vs ACGL
+174.7%
-95.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | +2.9% | +6.4% | -3.5% | +1.3% |
| 30D | +9.6% | +16.6% | -7.0% | +5.3% |
| 3M | +2.4% | +11.6% | -9.2% | -0.6% |
| 6M | +9.2% | +17.5% | -8.2% | +4.3% |
| YTD | +37.7% | +15.3% | +22.4% | +32.0% |
| 1Y | +56.1% | +26.3% | +29.8% | +45.9% |
| 3Y | +68.9% | +35.9% | +33.0% | +50.2% |
| 5Y | +79.0% | +168.2% | -89.2% | +6.6% |
| All | +79.0% | +174.7% | -95.7% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling