+81.1%
FDX vs AFL
+11.7%
+69.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -2.5% | +0.6% | -3.1% | -2.6% |
| 30D | +3.8% | -6.2% | +10.0% | +4.5% |
| 3M | -1.3% | +2.2% | -3.5% | -1.9% |
| 6M | +5.0% | +5.3% | -0.3% | +3.3% |
| YTD | +39.6% | +8.0% | +31.7% | +36.3% |
| 1Y | +81.1% | +10.2% | +70.9% | +78.0% |
| All | +81.1% | +11.7% | +69.5% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling