+244.6%
FDX vs ACI
+32.1%
+212.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | -2.1% | -5.3% | +3.3% | -1.4% |
| 30D | +10.4% | +5.0% | +5.4% | +9.7% |
| 3M | +0.5% | +7.5% | -7.1% | -0.5% |
| 6M | +6.5% | -16.0% | +22.5% | +8.1% |
| YTD | +40.2% | -20.6% | +60.9% | +43.0% |
| 1Y | +52.1% | -23.5% | +75.6% | +55.8% |
| 3Y | +72.8% | -32.1% | +105.0% | +78.7% |
| 5Y | +76.3% | -42.5% | +118.8% | +83.6% |
| All | +244.6% | +32.1% | +212.5% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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