+4,061.8%
FDX vs AFL
+20,380.2%
-16,318.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.9% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | +9.9% | +8.6% | +1.2% | +7.0% |
| 3M | -1.9% | +5.3% | -7.2% | -3.6% |
| 6M | +6.1% | +10.0% | -3.9% | +2.6% |
| YTD | +38.8% | +16.5% | +22.3% | +31.5% |
| 1Y | +50.0% | +12.7% | +37.3% | +43.7% |
| 3Y | +71.0% | +65.5% | +5.6% | +43.6% |
| 5Y | +72.5% | +148.5% | -76.0% | +26.4% |
| 10Y | +153.1% | +339.2% | -186.1% | +52.1% |
| All | +4,061.8% | +20,380.2% | -16,318.4% | +853.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling