+67.1%
FDX vs ACI
-42.9%
+110.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | +3.8% | +5.9% | -2.1% | +3.1% |
| 3M | -1.3% | -19.8% | +18.5% | +1.1% |
| 6M | +5.0% | -24.7% | +29.8% | +8.2% |
| YTD | +39.6% | -24.4% | +64.0% | +43.6% |
| 1Y | +81.1% | -31.5% | +112.6% | +88.6% |
| 3Y | +63.0% | -38.7% | +101.7% | +71.6% |
| All | +67.1% | -42.9% | +110.1% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling