+11.3%
APH vs FITB
+30.5%
-19.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | -8.0% | +7.0% | -15.0% | -9.9% |
| 3M | -5.0% | -4.8% | -0.2% | -3.4% |
| 6M | +29.9% | +13.5% | +16.4% | +23.1% |
| YTD | +18.0% | +19.1% | -1.1% | +8.4% |
| 1Y | +11.3% | +30.8% | -19.4% | +0.4% |
| All | +11.3% | +30.5% | -19.2% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling