+62.9%
FDX vs AFL
+133.0%
-70.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -2.3% | -2.1% | -0.2% | -1.4% |
| 30D | -4.9% | -5.4% | +0.5% | -2.6% |
| 3M | -6.5% | -0.3% | -6.2% | -6.7% |
| 6M | +6.7% | +5.2% | +1.5% | +3.6% |
| YTD | +33.9% | +5.7% | +28.2% | +29.6% |
| 1Y | +72.2% | +10.2% | +62.0% | +63.1% |
| 3Y | +60.2% | +63.4% | -3.2% | +24.3% |
| 5Y | +62.9% | +133.0% | -70.1% | -0.6% |
| All | +62.9% | +133.0% | -70.1% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling