+955.2%
APH vs FITB
+231.2%
+723.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -5.0% | +0.5% | -5.5% | -5.1% |
| 30D | -8.4% | +7.0% | -15.4% | -10.7% |
| 3M | -4.5% | -4.4% | -0.1% | -3.0% |
| 6M | +25.3% | +11.6% | +13.7% | +19.8% |
| YTD | +18.9% | +18.6% | +0.3% | +10.7% |
| 1Y | +11.9% | +29.8% | -17.9% | +0.7% |
| 3Y | +278.0% | +140.7% | +137.3% | +165.9% |
| 5Y | +306.4% | +48.6% | +257.8% | +232.1% |
| 10Y | +955.2% | +224.4% | +730.8% | +533.5% |
| All | +955.2% | +231.2% | +723.9% | +533.5% |
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