+74.3%
FDX vs ACI
-42.6%
+116.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | -2.1% | -5.3% | +3.3% | -1.3% |
| 30D | +10.4% | +5.0% | +5.4% | +9.7% |
| 3M | +0.5% | +7.5% | -7.1% | -0.6% |
| 6M | +6.5% | -16.0% | +22.5% | +8.3% |
| YTD | +40.2% | -20.6% | +60.9% | +43.4% |
| 1Y | +52.1% | -23.5% | +75.6% | +56.4% |
| 3Y | +72.8% | -32.1% | +105.0% | +79.9% |
| All | +74.3% | -42.6% | +116.9% | +83.5% |
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