+177.0%
FDX vs AFL
+300.4%
-123.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +1.0% |
| 7D | -3.9% | -3.3% | -0.6% | -2.3% |
| 30D | -3.3% | -5.0% | +1.7% | -0.9% |
| 3M | -2.0% | -1.8% | -0.2% | -1.4% |
| 6M | +8.0% | +4.8% | +3.2% | +5.0% |
| YTD | +35.0% | +5.4% | +29.6% | +30.7% |
| 1Y | +73.7% | +9.0% | +64.7% | +65.1% |
| 3Y | +61.6% | +63.0% | -1.4% | +24.0% |
| 5Y | +65.4% | +134.5% | -69.1% | +3.9% |
| All | +177.0% | +300.4% | -123.4% | +39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling