+98.1%
AGG vs FITB
+95.5%
+2.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +0.1% | +2.8% | -2.7% | +0.1% |
| 30D | -0.4% | -4.5% | +4.1% | -0.4% |
| 3M | -0.3% | +5.7% | -5.9% | -0.2% |
| 6M | -1.2% | +17.1% | -18.3% | -1.1% |
| YTD | -0.4% | +18.3% | -18.7% | -0.3% |
| 1Y | +0.4% | +23.9% | -23.5% | +0.5% |
| 3Y | +13.4% | +131.1% | -117.7% | +14.0% |
| 5Y | -1.4% | +71.1% | -72.5% | -1.0% |
| 10Y | +14.8% | +283.9% | -269.0% | +16.0% |
| All | +98.1% | +95.5% | +2.6% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FITB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling