+14.1%
AGG vs FITB
+290.8%
-276.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | -1.1% | -5.7% | +4.5% | -1.1% |
| 3M | -1.9% | +3.2% | -5.1% | -1.9% |
| 6M | -1.7% | +23.4% | -25.1% | -1.7% |
| YTD | -1.3% | +18.8% | -20.1% | -1.3% |
| 1Y | -0.7% | +25.0% | -25.7% | -0.8% |
| 3Y | +12.5% | +131.2% | -118.7% | +12.6% |
| 5Y | -2.5% | +70.7% | -73.2% | -2.5% |
| All | +14.1% | +290.8% | -276.6% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling