+294.9%
APH vs FITB
+48.9%
+246.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +0.4% | -0.6% | +1.0% | +0.7% |
| 30D | -8.0% | +7.0% | -15.0% | -10.3% |
| 3M | -5.0% | -4.8% | -0.2% | -3.4% |
| 6M | +29.9% | +13.5% | +16.4% | +23.3% |
| YTD | +18.0% | +19.1% | -1.1% | +9.5% |
| 1Y | +11.3% | +30.8% | -19.4% | -0.3% |
| 3Y | +274.9% | +141.6% | +133.3% | +162.8% |
| All | +294.9% | +48.9% | +246.0% | +225.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling