+241.0%
FDX vs ACI
+33.9%
+207.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | +0.8% | -0.5% | +1.2% | +0.8% |
| 30D | +9.9% | +4.9% | +5.0% | +9.2% |
| 3M | -1.9% | +11.1% | -13.0% | -3.2% |
| 6M | +6.1% | -14.9% | +21.0% | +7.5% |
| YTD | +38.8% | -19.6% | +58.4% | +41.3% |
| 1Y | +50.0% | -22.7% | +72.7% | +53.4% |
| 3Y | +71.0% | -31.2% | +102.3% | +76.6% |
| 5Y | +72.5% | -42.3% | +114.8% | +79.5% |
| All | +241.0% | +33.9% | +207.2% | +216.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling